Estimating selection models without an instrument with Stata
Publication
, Journal Article
D’Haultfœuille, X; Maurel, A; Qiu, X; Zhang, Y
Published in: Stata Journal
June 1, 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.
Duke Scholars
Published In
Stata Journal
DOI
EISSN
1536-8734
ISSN
1536-867X
Publication Date
June 1, 2020
Volume
20
Issue
2
Start / End Page
297 / 308
Related Subject Headings
- Statistics & Probability
- 4905 Statistics
- 0104 Statistics
Citation
APA
Chicago
ICMJE
MLA
NLM
D’Haultfœuille, X., Maurel, A., Qiu, X., & Zhang, Y. (2020). Estimating selection models without an instrument with Stata. Stata Journal, 20(2), 297–308. https://doi.org/10.1177/1536867X20930998
D’Haultfœuille, X., A. Maurel, X. Qiu, and Y. Zhang. “Estimating selection models without an instrument with Stata.” Stata Journal 20, no. 2 (June 1, 2020): 297–308. https://doi.org/10.1177/1536867X20930998.
D’Haultfœuille X, Maurel A, Qiu X, Zhang Y. Estimating selection models without an instrument with Stata. Stata Journal. 2020 Jun 1;20(2):297–308.
D’Haultfœuille, X., et al. “Estimating selection models without an instrument with Stata.” Stata Journal, vol. 20, no. 2, June 2020, pp. 297–308. Scopus, doi:10.1177/1536867X20930998.
D’Haultfœuille X, Maurel A, Qiu X, Zhang Y. Estimating selection models without an instrument with Stata. Stata Journal. 2020 Jun 1;20(2):297–308.
Published In
Stata Journal
DOI
EISSN
1536-8734
ISSN
1536-867X
Publication Date
June 1, 2020
Volume
20
Issue
2
Start / End Page
297 / 308
Related Subject Headings
- Statistics & Probability
- 4905 Statistics
- 0104 Statistics