Résumé
In this paper, we study the effect of a small ceteris paribus change in the marginal distribution of a binary covariate on some feature of the unconditional distribution of an outcome variable of interest. We show that the RIF regression techniques recently proposed by Firpo, Fortin, and Lemieux (2009) do not estimate this quantity. Moreover, we show that such parameters are in general only partially identified, and derive straightforward expressions for the identified set. The results are implemented in the context of an empirical application that studies the effect of union membership rates on the distribution of wages.
Mots-clés
unconditional partial effect; partial identification; unconditional quantile regression;
Codes JEL
- C14: Semiparametric and Nonparametric Methods: General
- C31: Cross-Sectional Models • Spatial Models • Treatment Effect Models • Quantile Regressions • Social Interaction Models
Remplacé par
Christoph Rothe, « Partial Distributional Policy Effects », Econometrica, vol. 80, n° 5, septembre 2012, p. 2269–2301.
Référence
Christoph Rothe, « Unconditional Partial Effects of Binary Covariates », TSE Working Paper, n° 09-79, septembre 2009.
Voir aussi
Publié dans
TSE Working Paper, n° 09-79, septembre 2009