Selectivity bias correction methods in polychotomous sample selection models

1994 ◽  
Vol 60 (1-2) ◽  
pp. 101-132 ◽  
Author(s):  
Carl P. Schmertmann
Author(s):  
Tao Lu ◽  
Ruimin Hu ◽  
Zhen Han ◽  
Junjun Jiang ◽  
Jun Chang

Author(s):  
Xavier D’Haultfœuille ◽  
Arnaud Maurel ◽  
Xiaoyun Qiu ◽  
Yichong Zhang

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.


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