Estimating selection models without an instrument with Stata

• Autores: Xavier D'Haultfoeuille, Arnaud Maurel, Xiaoyun Qiu Xiaoyun, Yichong Zhang
• Localización: The Stata journal, ISSN 1536-867X, Vol. 20, Nº. 2, 2020, págs. 297-308
• Idioma: inglés
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• Resumen

  • 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.