FQREG: Stata module to estimate quantile regression for non-negative data with a mass-point at zero and an upper bound
João Santos Silva () and
Additional contact information
J.A.F. Machado: Regent's University London
Kehai Wei: University of Essex
Statistical Software Components from Boston College Department of Economics
fqreg estimates quantile regression for non-negative data with a mass-point at zero and an upper bound, using the specification and method described in Machado, Santos Silva, and Wei (2016, "Quantiles, Corners, and the Extensive Margin of Trade," European Economic Review, forthcoming).
Requires: Stata version 11
Keywords: quantile regression; censoring; maximum likelihood; average marginal effects (search for similar items in EconPapers)
Note: This module should be installed from within Stata by typing "ssc install fqreg". Windows users should not attempt to download these files with a web browser.
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http://fmwww.bc.edu/repec/bocode/f/fqreg.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/f/fqreg_ml0.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/f/fqreg.sthlp help file (text/plain)
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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s458192
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