Estimating selection models without an instrument with Stata
Journal Article (Journal Article)
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