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.

中文翻译：

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使用Stata估算没有仪器的选择模型

在本文中，我们介绍了eqregsel命令，该命令通过极值分位数回归来估计并为样本选择模型提供引导推断。eqregsel在没有仪器或大型支持回归器的情况下估计半参数样本选择模型，并输出均质线性系数，其自举标准误差和p值的点估计，以进行规格检验。