rifexpectile

Density-free RIF (recentered influence function) regressions for unconditional expectiles, embedded in a two-sample Oaxaca-Blinder decomposition indexed continuously by the expectile level. Unlike quantile-based RIF decompositions, which require estimating an inverse density term at each quantile, the expectile RIF depends only on primitive moments of the outcome and requires no density estimation, no bandwidth choice, and no kernel smoothing.

Installation

# Development version from GitHub
# install.packages("remotes")
remotes::install_github("aandoye/rifexpectile", build_vignettes = TRUE)

Example

library(rifexpectile)
data(wage_gap_sim)

fit <- rif_decompose(
  logy ~ x1 + x2,
  data = wage_gap_sim,
  group = "group",
  ref_group = "2000",
  alpha = seq(0.1, 0.9, by = 0.2),
  boot_reps = 200,
  seed = 1
)
fit
plot(fit, which = "structure")

See vignette("rifexpectile-intro") for a full walkthrough, including an example with the publicly available wage1 data set from the wooldridge package.

Methodology

The closed-form expectile influence function, the two-sample asymptotic theory, and an empirical application are described in a companion manuscript (Ndoye, 2026, unpublished). This package focuses on the software; see ?rif_decompose for the exact algebra of the decomposition implemented here.

License

MIT