Implementing quantile selection models in Stata

Mariel Siravegna
Additional contact information
Mariel Siravegna: Georgetown University
Authors registered in the RePEc Author Service: Ercio Andrés Muñoz Saavedra

2020 Stata Conference from Stata Users Group

Abstract: This presentation describes qregsel, a community-contributed command to implement a copula-based sample-selection correction for quantile regression recently proposed by Arellano and Bonhomme (2017). We illustrate the use of qregsel with an empirical example using the data employed in the Stata base reference manual for the heckman command.

Date: 2020-08-20
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://fmwww.bc.edu/repec/scon2020/us20_Siravegna.pdf

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:boc:scon20:2

Access Statistics for this paper

More papers in 2020 Stata Conference from Stata Users Group Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F Baum ().