Estimating Selection Models without Instrument with Stata

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:	2019
Authors:	D'Haultfœuille, Xavier ; Maurel, Arnaud ; Qiu, Xiaoyun ; Zhang, Yichong
Publisher:	Bonn : Institute of Labor Economics (IZA)
Subject:	extremal quantile regressions \| sample selection models \| eqregsel

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Series:	IZA Discussion Papers ; 12486
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	167055273X [GVK] hdl:10419/202832 [Handle] RePEc:iza:izadps:dp12486 [RePEc]
Classification:	C21 - Cross-Sectional Models; Spatial Models ; C24 - Truncated and Censored Models ; C87 - Econometric Software ; J31 - Wage Level and Structure; Wage Differentials by Skill, Training, Occupation, etc
Source:	EconStor

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012059216