Estimating selection models without an instrument with Stata

Published

Journal Article

© StataCorp LLC 2020. In this article, we present the eqregsel command, which estimates and provides bootstrap inference for sample-selection models via extremal quantile regression. eqregsel estimates a semiparametric sample-selection model without an instrument or a large support regressor and outputs the point estimates of the homogeneous linear coefficients, their bootstrap standard errors, and the p-value for a specification test.

Full Text

Duke Authors

Cited Authors

  • D’Haultfœuille, X; Maurel, A; Qiu, X; Zhang, Y

Published Date

  • June 1, 2020

Published In

Volume / Issue

  • 20 / 2

Start / End Page

  • 297 - 308

Electronic International Standard Serial Number (EISSN)

  • 1536-8734

International Standard Serial Number (ISSN)

  • 1536-867X

Digital Object Identifier (DOI)

  • 10.1177/1536867X20930998

Citation Source

  • Scopus