Arbeitspapier
Estimating Selection Models without Instrument with Stata
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.
- Language
-
Englisch
- Bibliographic citation
-
Series: IZA Discussion Papers ; No. 12486
Classification
Wirtschaft
Single Equation Models; Single Variables: Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions
Single Equation Models; Single Variables: Truncated and Censored Models; Switching Regression Models; Threshold Regression Models
Econometric Software
Wage Level and Structure; Wage Differentials
Single Equation Models; Single Variables: Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions
Single Equation Models; Single Variables: Truncated and Censored Models; Switching Regression Models; Threshold Regression Models
Econometric Software
Wage Level and Structure; Wage Differentials
Subject
extremal quantile regressions
sample selection models
eqregsel
sample selection models
eqregsel
Event
Geistige Schöpfung
(who)
D'Haultfœuille, Xavier
Maurel, Arnaud
Qiu, Xiaoyun
Zhang, Yichong
Maurel, Arnaud
Qiu, Xiaoyun
Zhang, Yichong
Event
Veröffentlichung
(who)
Institute of Labor Economics (IZA)
(where)
Bonn
(when)
2019
- Handle
- Last update
-
20.09.2024, 8:24 AM CEST
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- D'Haultfœuille, Xavier
- Maurel, Arnaud
- Qiu, Xiaoyun
- Zhang, Yichong
- Institute of Labor Economics (IZA)
Time of origin
- 2019
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Stata Ephros gesucht um Gewerbelegitimationsschein
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Estimating Fourier-sparse signals without a frequency gap
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Estimating a semi-parametric duration model without specifying heterogeneity
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Stata tip 129: efficiently processing textual data with Stata’s new Unicode features
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Stata Ephros gesucht um Gewerbelegitimationsschein
Selection without exclusion
Iassopack: Model Selection and Prediction with Regularized Regression in Stata
Einführung in STATA
Estimating Fourier-sparse signals without a frequency gap
Lee’s treatment effect bounds for non-random sample selection - an implementation in Stata
Estimating the gravity model without gravity using panel data
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Estimating a semi-parametric duration model without specifying heterogeneity
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Stata tip 129: efficiently processing textual data with Stata’s new Unicode features
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