[Limdep Nlogit List] Buchinsky estimator

Eaton, Derek Derek.Eaton at wur.nl
Thu Dec 4 20:21:26 EST 2008


It is surely possible, if you were to write all the procedures yourself
(including for inference). For quantile regression though, I use R
because of how many relevant procedures and functions that have been
written by Roger Koenker and others (see the quantreg package on
http://cran.r-project.org) and which you can 'easily' customize if
necessary. In particular, there are already many procedures for
inference on quantile regression. I must admit that I have yet to see
the code for Buchinsky's sample selection problem, but given all the
work on censored regression something similar might already be there.

I would expect that learning to write the procedures in LIMDEP for
someone who knows LIMDEP's language is about the same investment as
starting from scratch as a newbie with R. If you are not familiar with
where to look, send me an email and I will give you some links to
documents and articles as well.

Derek Eaton
Derek Eaton 
Researcher, International Trade & Development 
Agricultural Economics Research Institute (LEI) 
part of Wageningen University & Research Centre 

derek.eaton AT wur.nl
t: +31-(0)70-335 82 43 
f: +31-(0)70-335 81 96 
p: P.O. Box 29703, The Hague, 2502LS, The Netherlands 

LEI B.V. is registered with the Netherlands Chamber of Commerce (KvK)
under number 271 894 20 0000. 

-----Original Message-----
From: limdep-bounces at limdep.itls.usyd.edu.au
[mailto:limdep-bounces at limdep.itls.usyd.edu.au] On Behalf Of Johnes,
Sent: woensdag 3 december 2008 10:40
To: limdep at limdep.itls.usyd.edu.au
Subject: [Limdep Nlogit List] Buchinsky estimator

Is it possible, within Limdep, to estimate Buchinsky's two step
procedure in order to correct for sample selection in a quantile
regression setting?




Moshe Bushinsky (2001) Quantile regression with sample selection:
estimating women's return to education in the US, Empirical Economics,
26, 87-113 .



Geraint Johnes
Professor of Economics
Lancaster University Management School
Lancaster LA1 4YX
United Kingdom
Tel: +44 1524 594215
Mob: +44 7753 826342
Fax: +44 1524 594244
Skype: geraintjohnes
WWW: http://www.lancs.ac.uk/people/ecagj/


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