Estimating selection models without instrument with Stata

This article presents the eqregsel command for implementing the estimationand bootstrap inference of sample selection models via extremal quantile regression. The command estimates a semiparametric sample selection model withoutinstrument or large support regressor, and outputs the point estimates o...

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Main Authors:	D’Haultfœuille, Xavier, MAUREL, Arnaud, QIU, Xiaoyun, ZHANG, Yichong
Format:	text
Language:	English
Published:	Institutional Knowledge at Singapore Management University 2020
Subjects:	eqregsel sample selection models extremal quantile regressions Econometrics
Online Access:	https://ink.library.smu.edu.sg/soe_research/2279 https://ink.library.smu.edu.sg/context/soe_research/article/3278/viewcontent/Estimating_selection_models_Stata_sv0519.pdf
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Institution:	Singapore Management University
Language:	English

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spelling	sg-smu-ink.soe_research-32782021-01-07T05:21:27Z Estimating selection models without instrument with Stata D’Haultfœuille, Xavier MAUREL, Arnaud QIU, Xiaoyun ZHANG, Yichong This article presents the eqregsel command for implementing the estimationand bootstrap inference of sample selection models via extremal quantile regression. The command estimates a semiparametric sample selection model withoutinstrument or large support regressor, and outputs the point estimates of the ho-mogenous linear coefficients, their bootstrap standard errors, as well as the p-valuefor a specification test. 2020-06-01T07:00:00Z text application/pdf https://ink.library.smu.edu.sg/soe_research/2279 info:doi/10.1177/1536867X20930998 https://ink.library.smu.edu.sg/context/soe_research/article/3278/viewcontent/Estimating_selection_models_Stata_sv0519.pdf http://creativecommons.org/licenses/by-nc-nd/4.0/ Research Collection School Of Economics eng Institutional Knowledge at Singapore Management University eqregsel sample selection models extremal quantile regressions Econometrics
institution	Singapore Management University
building	SMU Libraries
continent	Asia
country	Singapore Singapore
content_provider	SMU Libraries
collection	InK@SMU
language	English
topic	eqregsel sample selection models extremal quantile regressions Econometrics
spellingShingle	eqregsel sample selection models extremal quantile regressions Econometrics D’Haultfœuille, Xavier MAUREL, Arnaud QIU, Xiaoyun ZHANG, Yichong Estimating selection models without instrument with Stata
description	This article presents the eqregsel command for implementing the estimationand bootstrap inference of sample selection models via extremal quantile regression. The command estimates a semiparametric sample selection model withoutinstrument or large support regressor, and outputs the point estimates of the ho-mogenous linear coefficients, their bootstrap standard errors, as well as the p-valuefor a specification test.
format	text
author	D’Haultfœuille, Xavier MAUREL, Arnaud QIU, Xiaoyun ZHANG, Yichong
author_facet	D’Haultfœuille, Xavier MAUREL, Arnaud QIU, Xiaoyun ZHANG, Yichong
author_sort	D’Haultfœuille, Xavier
title	Estimating selection models without instrument with Stata
title_short	Estimating selection models without instrument with Stata
title_full	Estimating selection models without instrument with Stata
title_fullStr	Estimating selection models without instrument with Stata
title_full_unstemmed	Estimating selection models without instrument with Stata
title_sort	estimating selection models without instrument with stata
publisher	Institutional Knowledge at Singapore Management University
publishDate	2020
url	https://ink.library.smu.edu.sg/soe_research/2279 https://ink.library.smu.edu.sg/context/soe_research/article/3278/viewcontent/Estimating_selection_models_Stata_sv0519.pdf
_version_	1770574703044329472

Estimating selection models without instrument with Stata

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