QREGSEL: Stata module to estimate quantile regression corrected for sample selection

Ercio Muñoz Saavedra and Mariel Siravegna ()
Additional contact information
Mariel Siravegna: Georgetown University

Statistical Software Components from Boston College Department of Economics

Abstract: qregsel estimates a copula-based sample selection model for quantile regression, as proposed by Arellano and Bonhomme, Econometrica, 2017.

Language: Stata
Requires: Stata version 16
Keywords: quantile regression; copula; sample selection (search for similar items in EconPapers)
Date: 2020-09-12, Revised 2021-03-06
Note: This module should be installed from within Stata by typing "ssc install qregsel". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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http://fmwww.bc.edu/repec/bocode/q/qregsel.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/q/qregsel_p.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/_/_qregsel.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/q/qregsel.sthlp help file (text/plain)

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