obd: obd

In WeigeHuangEcon/dec: Decomposition

Description

do Oaxaca-Blinder decomposition

Usage

obd(formula, ref = "g1", data1, data2)

Arguments

formula	a formula: y ~ x1+x2
ref	reference group. ref=g1 or g2.
data1	data for group 1
data2	data for group 2

Value

aggregate and detailed decomposition components

Examples

data(five)
na=five[,1:6]
eu=five[,7:12]
colnames=c("Mkt.RF","SMB","HML","RMW", "CMA","SMALL.LoBM")
colnames(na)=colnames
colnames(eu)=colnames
formula=SMALL.LoBM~Mkt.RF+SMB+HML+RMW+CMA
res=obd(formula,ref="g1",data1=na,data2=eu)

WeigeHuangEcon/dec documentation built on May 7, 2019, 2:27 p.m.