Abstract
In this article, we present the eqregsel command, which estimates and provides bootstrap inference for sample-selection models via extremal quantile regression. eqregsel estimates a semiparametric sample-selection model without an instrument or a large support regressor and outputs the point estimates of the homogeneous linear coefficients, their bootstrap standard errors, and the p-value for a specification test.
| Original language | English |
|---|---|
| Pages (from-to) | 297-308 |
| Number of pages | 12 |
| Journal | Stata Journal |
| Volume | 20 |
| Issue number | 2 |
| DOIs | |
| Publication status | Published - 1 Jun 2020 |
| Externally published | Yes |
Keywords
- eqregsel
- extremal quantile regressions
- sample-selection models
- st0598