Rqdeco is a R command computing a decomposition of differences in distributions using quantile regression. It is a generalization of the Oaxaca/Blinder decomposition since it decomposes observed differences into a part explained by differences in characteristics and a part explained by differences in coefficients. It is very similar to the Machado/Mata decomposition. This estimator is defined in the first chapter of my PhD thesis.
The file contains also the definition of qte and qtet. These functions estimate the quantile treatment effect and the quantile treatment effect on the treated using a nonparametric quantile regression estimator.
TXT file containing the functions.
TXT file containing some simulations.
The more recent R package counterfactual supersedes these codes. See also the R vignette for this package.