Flexible and fast estimation of quantile treatment effects: The rqr and rqrplot commands

Nicolai T. Borgen, Andreas Haupt and Øyvind N. Wiborg

No 4vquh, SocArXiv from Center for Open Science

Abstract: Using quantile regression models to estimate quantile treatment effects is becoming increasingly popular. This paper introduces the rqr command that can be used to estimate residualized quantile regression (RQR) coefficients and the rqrplot postestimation command that can be used to effortless plot the coefficients. The main advantages of the rqr command compared to other Stata commands that estimate (unconditional) quantile treatment effects are that it can include high-dimensional fixed effects and that it is considerably faster than the other commands.

Date: 2021-10-05
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:osf:socarx:4vquh

DOI: 10.31219/osf.io/4vquh

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