Identification of Multi-Index Sample Selection Models

2007 ◽  
Author(s):  
Morten Sorensen
Keyword(s):  
Sample Selection ◽  
Selection Models ◽  
Multi Index

scholarly journals Estimating selection models without an instrument with Stata

2020 ◽  
Vol 20 (2) ◽  
pp. 297-308
Author(s):  
Xavier D’Haultfœuille ◽  
Arnaud Maurel ◽  
Xiaoyun Qiu ◽  
Yichong Zhang
Keyword(s):  
Quantile Regression ◽  
Sample Selection ◽  
Selection Model ◽  
Standard Errors ◽  
P Value ◽  
Specification Test ◽  
Selection Models ◽  
Point Estimates ◽  
Bootstrap Inference ◽  
Homogeneous Linear

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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