This paper provides distribution free tests for detecting sample selection in conditional quantile functions. The first test is an omitted predictor test with the propensity score as the omitted variable. In the case of rejection we cannot distinguish between rejection due to genuine selection...

The intercept in endogenous selection models is of fundamental importance for the evaluationof average treatment effects. While various intercept estimators for additive linear selectionmodels exist, there are currently no estimators for nonlinear selection models. This paper introduces...