scholarly journals Bootstrap inference for quantile-based modal regression

Author(s):  
Tao Zhang ◽  
Kengo Kato ◽  
David Ruppert
Technometrics ◽  
2011 ◽  
Vol 53 (2) ◽  
pp. 137-151 ◽  
Author(s):  
Andrés M. Alonso ◽  
Carolina García-Martos ◽  
Julio Rodríguez ◽  
María Jesús Sánchez

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.


2019 ◽  
Vol 62 (1) ◽  
pp. 202-220
Author(s):  
Marcelo Bourguignon ◽  
Jeremias Leão ◽  
Diego I. Gallardo
Keyword(s):  

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