Estimating selection models without an instrument with Stata

In this article, we present theeqregselcommand, which estimates and provides bootstrap inference for sample-selection models via extremal quantile regression.eqregselestimates 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 thep-value for a specification test.