statsmodels.stats.oaxaca.OaxacaBlinder.variance#

OaxacaBlinder.variance(decomp_type, n=5000, conf=0.99)[source]#

A helper function to calculate the variance/std

Used to keep the decomposition functions cleaner.

Parameters:

decomp_typeint: The type of decomposition being bootstrapped. Use 2 for the two-fold decomposition or 3 for the three-fold decomposition.
nint, optional: The number of bootstrap iterations to use to calculate the standard errors. This defaults to 5000, but is overridden by self.submitted_n when it is not None.
conffloat, optional: The confidence level used when trimming the bootstrap distribution before computing the standard deviation. This defaults to 0.99, but is overridden by self.submitted_conf when it is not None.

Returns:

list of float: The bootstrapped standard errors for each effect of the requested decomposition.