Javier Alejo, Gabriel Montes-Rojas
arXiv 13 Dec 2021 · Econometrics · publishedJournal of Statistical Software (2025)
arXiv:2112.06822 · PDF · DOI · OpenAlex · Extracted main text
A new Stata command, ldvqreg, is developed to estimate quantile regression models for the cases of censored (with lower and/or upper censoring) and binary dependent variables. The estimators are implemented using a smoothed version of the quantile regression objective function. Simulation exercises show that it correctly estimates the parameters and it should be implemented instead of the available quantile regression methods when censoring is present. An empirical application to women's labor supply in Uruguay is considered.
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The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Kordas, G (2006) Smoothed binary regression quantiles | 0.811 | 4 | 2 | 100% |
| 2 | Horowitz, J (1992) A smoothed maximum score estimator for the binary response model | 0.644 | 2 | 2 | 100% |
| 3 | Manski, C (1985) Semiparametric analysis of discrete response: Asymptotic properties of the maximum score estimator | 0.644 | 2 | 2 | 100% |
| 4 | Powell, J. L (1984) Least absolute deviations estimation for the censored regression model | 0.644 | 2 | 2 | 100% |
| 5 | Powell, J. L (1986) Censored regression quantiles | 0.644 | 2 | 2 | 100% |
| 6 | Buchinsky, M (1991) Methodological issues in quantile regression, Chapter 1 of The Theory and Practice of Quantile Regression, Ph.D | 0.511 | 2 | 1 | 100% |
| 7 | Baker, M (2013) MCMCCQREG: Stata module to perform simulation assisted estimation of censored quantile regression using adaptive Markov chain Mo… | 0.405 | 1 | 1 | 100% |
| 8 | Buchinsky, M. and J. Hahn (1998) An Alternative Estimator for the Censored Regression Model | 0.405 | 1 | 1 | 100% |
| 9 | Chernozhukov, V. and H. Hong (2002) Three-Step Censored Quantile Regression and Extramarital Affairs | 0.405 | 1 | 1 | 100% |
| 10 | Kaplan, D. and Y. Sun (2017) Smoothed estimating equations for instrumental variables quantile regression | 0.405 | 1 | 1 | 100% |
Showing the top 10 of 16 scored citations.