Decomposition of differences in distributions using quantile
regression
Rqdeco3 implements in R the
estimator suggested in Melly (2005, “Decomposition
of differences in distributions using quantile regression”). It decomposes
differences in distribution into three components: characteristics, median
coefficients and residuals. It is conceptually similar to the Juhn, Murphy and
Pierce (1993) decomposition but allows for heteroscedasticity.