rscore computes unit-specific responsiveness scores using an iterated random-coefficient regression approach. The model fit by rscore considers a regression of a response variable y, that is, outcome, on a series of factors (or regressors) x, that is, varlist, by assuming a different reaction (or “responsiveness”) of each unit to each factor contained in x. rscore allows for i) ranking units according to the obtained level of the responsiveness score; ii) detecting more influential factors in driving unit performance; and iii) studying the distribution (heterogeneity) of factors’ responsiveness scores across units. Also, rscore offers useful graphical representation of results. We provide two illustrative applications of the model: the first is on a cross-section, and the second is on a longitudinal dataset.
BeranR., FeuervergerA., and HallP.1996. On nonparametric estimation of intercept and slope distributions in random coefficient regression. Annals of Statistics24: 2569–2592.
2.
CerulliG.2014. The impact of technological capabilities on invention: An investigation based on country responsiveness scores. World Development59: 147–165.
3.
HoderleinS., KlemeläJ., and MammenE.2010. Analyzing the random coefficient model nonparametrically. Econometric Theory26: 804–837.
4.
LewbelA., and PendakurK. Forthcoming. Unobserved preference heterogeneity in demand using generalized random coefficients. Journal of Political Economy.
5.
ManderA.2007. radar: Stata module to draw radar (spider) plots. Statistical Software Components S456829, Department of Economics, Boston College. https://ideas.repec.org/c/boc/bocode/s456829.html.
6.
PoiB. P.2003. From the help desk: Swamy's random-coefficients model. Stata Journal3: 302–308.
7.
SwamyP. A. V. B.1970. Efficient inference in a random coefficient regression model. Econometrica38: 311–323.
8.
WooldridgeJ. M.1997. On two stage least squares estimation of the average treatment effect in a random coefficient model. Economics Letters56: 129–133.
9.
WooldridgeJ. M.2002. Econometric Analysis of Cross Section and Panel Data.Cambridge, MA: MIT Press.
10.
WooldridgeJ. M.2003. Further results on instrumental variables estimation of average treatment effects in the correlated random coefficient model. Economics Letters79: 185–191.
11.
WooldridgeJ. M.2004. 03.2.1. Fixed effects estimation of the population-averaged slopes in a panel data random coefficient model—Solution. Econometric Theory20: 428–429.
12.
WooldridgeJ. M.2010. Econometric Analysis of Cross Section and Panel Data. 2nd ed. Cambridge, MA: MIT Press.
