Implementing quantile selection models in Stata
2021 ◽
Vol 21
(4)
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pp. 952-971
Keyword(s):
In this article, we describe qregsel, a community-contributed command that implements a copula-based sample-selection correction for quantile regression recently proposed by Arellano and Bonhomme (2017, Econometrica 85: 1–28). The command allows the user to model selection in quantile regressions by using either a Gaussian or a one-dimensional Frank copula. We illustrate the use of qregsel with two examples. First, we apply the method to the fictional dataset used in the Stata Base Reference Manual for the heckman command. Second, we replicate part of the empirical application of the original article using data for the United Kingdom that cover the period 1978–2000 to compare wages of males and females at different quantiles.
2017 ◽
Vol 26
(2)
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pp. 392-405
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Keyword(s):
2021 ◽
pp. 194855062097802
Keyword(s):
1992 ◽
Vol 26
(2)
◽
pp. 484-505
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Trends in mortality from ill-defined causes among the elderly in Brazil, 1979-2013: ecological study
2016 ◽
Vol 134
(5)
◽
pp. 437-445
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2014 ◽
Vol 68
(Suppl 1)
◽
pp. A9.1-A9
Keyword(s):
Keyword(s):