ARHOMME: Stata module to estimate Arellano and Bonhomme quantile selection model

Martin Biewen and Pascal Erhardt ()
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Pascal Erhardt: University of Tuebingen

Statistical Software Components from Boston College Department of Economics

Abstract: arhomme fits a conditional quantile regression in the presence of sample selection using the method of Arellano and Bonhomme (Econometrica, 2017). Standard errors are computed by bootstrap or m-out-of-n bootstrap (a subsampling method, see Politis, Romano and Wolf, 2014).

Language: Stata
Requires: Stata version 16
Keywords: quantile regression; selection; Arellano; Bonhomme (search for similar items in EconPapers)
Date: 2020-12-23, Revised 2022-04-16
Note: This module should be installed from within Stata by typing "ssc install arhomme". 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/a/arhomme.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/a/arhomme.sthlp help file (text/plain)

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