Many applications involve a censored dependent variable, an endogenous independent variable, or both. Chernozhukov, Fernández-Val, and Kowalski (2015, Journal of Econometrics 186: 201–221) introduced a censored quantile instrumental-variable (CQIV) estimator for use in those applications. The estimator has been applied by Kowalski (2016, Journal of Business & Economic Statistics 34: 107–117), among others. In this article, we introduce a command, cqiv, that simplifies application of the CQIV estimator in Stata. We summarize the CQIV estimator and algorithm, describe the use of cqiv, and provide empirical examples.

许多应用程序涉及审查的因变量，内生自变量或两者。Chernozhukov，Fernández-Val和Kowalski（2015，Journal of Econometrics 186：201–221）引入了用于这些应用的删失分位数工具变量（CQIV）估计器。该估计量已由Kowalski（2016，商业与经济统计杂志34：107-117）应用。在本文中，我们介绍了一个命令cqiv，该命令简化了Stata中CQIV估计器的应用。我们总结了CQIV估计器和算法，描述了cqiv的用法，并提供了经验示例。