Sample Selection in Quantile Regression: A Survey

• Autores: Manuel Arellano, Stéphane Bonhomme
• Localización: Documentos de Trabajo ( CEMFI ), Nº. 2 (CEMFI Working Paper No. 1702, January 2017), 2017
• Idioma: inglés
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• Resumen

  • Nonrandom sample selection is a pervasive issue in applied work. In additive models, a number of techniques are available for consistent selection correction. However, progress in the development of non-additive selection corrections has been slower. In this survey we review recent proposals dealing with sample selection in quantile models.