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- W3206891815 abstract "sivqr estimates quantile regression models in which one or more of the regressors are endogenously determined. It is like qreg, but allowing for instrumental variables to address endogeneity. Or, it is like ivregress, but estimating structural coefficients or causal effects at different levels quantiles) of unobserved heterogeneity (rank variable). As with both qreg and ivregress, the structural model is implicitly linear in the regressors, but those regressors may themselves be nonlinear functions of variables in the raw data. The estimator uses smoothing to improve both computational speed and statistical precision. The methodology was proposed and studied by Kaplan and Sun (2017)." @default.
- W3206891815 created "2021-10-25" @default.
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- W3206891815 date "2021-01-01" @default.
- W3206891815 modified "2023-09-23" @default.
- W3206891815 title "SIVQR: Stata module to perform smoothed IV quantile regression" @default.
- W3206891815 hasPublicationYear "2021" @default.
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