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Estimating Selection Models without Instrument with Stata / Xavier D'Haultfoeuille, Arnaud Maurel, Xiaoyun Qiu, Yichong Zhang.
- Format:
- Book
- Author/Creator:
- D'Haultfoeuille, Xavier.
- Series:
- Working Paper Series (National Bureau of Economic Research) no. w25823.
- NBER working paper series no. w25823
- Language:
- English
- Physical Description:
- 1 online resource: illustrations (black and white);
- Place of Publication:
- Cambridge, Mass. National Bureau of Economic Research 2019.
- Summary:
- 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.
- Notes:
- Print version record
- May 2019.
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