Resumen de Estimating selection models without an instrument with Stata

Xavier D'Haultfoeuille, Arnaud Maurel, Xiaoyun Qiu Xiaoyun, 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.