Quantile regression with sample selection

[Mirentxu]

Hello,

I'm currently working in gender wages gap and i would like include quantile regression with sample selection in ther research. I tried to use the command "mmsel", but i have had some problems.
Are there any information about this command (aside STATA help)? or another way that makes quantile regressions with sample selection?

Thanks in advance,

Best regards

M

[Manish Srivastava]

While the details of the problems you are facing are not clear from your posting, based on the title of your posting I would suggest you take a look at the 'cqiv' routine ( August, 2011) developed by Victor Chernozhukov and colleagues. Manish

[Steve Samuels]

Dear "M" ,
May I remind you that Statalist protocol is to use full name either as username or in signature, which can be set up. See: http://www.statalist.org/forums/help#gfaq_postingadvice . The same link reminds us that "STATA" is not correct spelling, but "Stata" is.

[senou barthelemy]

I want to estimate a quantile regression model with selection. my selection has poverty as an explained variable, therefore binary with the modalities 0 and 1 in the base, but when I execute the following qregsel command: qregsel $gap_eqn, select( $selectqn ) quantile(.1 .5 .9) after having executed the following syntaxes: global gap_eqn hage hhsize heduc and global selectqn poor hhsize heduc, I get the following error message: Dependent variable never censored because of selection or selection indicator is not binary. r(198); Could you help me?