Estimating Selection Models without Instrument with Stata

Xavier D'Haultfoeuille, Arnaud Maurel, Xiaoyun Qiu, Yichong Zhang

This article presents the eqregsel command for implementing the estimation and bootstrap inference of sample selection models via extremal quantile regression. The command estimates a semiparametric sample selection model without instrument or large support regressor, and outputs the point estimates of the homogenous linear coefficients, their bootstrap standard errors, as well as the p-value for a specification test

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Year of publication:	May 2019
Authors:	D'Haultfœuille, Xavier
Other Persons:	Maurel, Arnaud (contributor) ; Qiu, Xiaoyun (contributor) ; Zhang, Yichong (contributor)
Institutions:	National Bureau of Economic Research (contributor)
Publisher:	2019: Cambridge, Mass : National Bureau of Economic Research
Subject:	Schätztheorie \| Estimation theory \| Modellierung \| Scientific modelling

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Extent:	1 Online-Ressource illustrations (black and white)
Series:	NBER working paper series ; no. w25823
Type of publication:	Book / Working Paper
Language:	English
Notes:	System requirements: Adobe [Acrobat] Reader required for PDF files Mode of access: World Wide Web Hardcopy version available to institutional subscribers
Other identifiers:	10.3386/w25823 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

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