Estimating Selection Models without Instrument with Stata
Arnaud Maurel (),
Xiaoyun Qiu () and
Yichong Zhang ()
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Xiaoyun Qiu: Northwestern University
Yichong Zhang: Singapore Management University
No 12486, IZA Discussion Papers from Institute of Labor Economics (IZA)
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.
Keywords: extremal quantile regressions; sample selection models; eqregsel (search for similar items in EconPapers)
JEL-codes: C21 C24 C87 J31 (search for similar items in EconPapers)
Pages: 16 pages
New Economics Papers: this item is included in nep-ore and nep-sea
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Published in: Stata Journal, 2020, 20(2), 297-308
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Journal Article: Estimating selection models without an instrument with Stata (2020)
Working Paper: Estimating Selection Models without Instrument with Stata (2019)
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Persistent link: https://EconPapers.repec.org/RePEc:iza:izadps:dp12486
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