Publications

Working Paper No. 927 | April 2019

Recentered Influence Functions in Stata

 Methods for Analyzing the Determinants of Poverty and Inequality
Recentered influence functions (RIFs) are statistical tools popularized by Firpo, Fortin, and Lemieux (2009) for analyzing unconditional partial effects on quantiles in a regression analysis framework (unconditional quantile regressions). The flexibility and simplicity of these tools has opened the possibility of extending the analysis to other distributional statistics using linear regressions or decomposition approaches. In this paper, I introduce three Stata commands to facilitate the use of RIFs in the analysis of outcome distributions: rifvar() is an egen extension used to create RIFs for a large set of distributional statistics;  rifhdreg facilitates the estimation of RIF regressions, enabling the use of high-dimensional fixed effects; and oaxaca_rif to implement  Oaxaca-Blinder type decomposition analysis (RIF decompositions).

Publication Highlight

Public Policy Brief No. 156
Still Flying Blind after All These Years
The Federal Reserve’s Continuing Experiments with Unobservables
Author(s): Dimitri B. Papadimitriou, L. Randall Wray
December 2021

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