I don't think anyone has written a program for that specific
application, but if you are thinking of writing it yourself (or
convincing someone else to do it for you), you may want to read "The
Gini Instrumental Variable, or The Double IV Estimator" by Shlomo
Yitzhaki:
http://economics.huji.ac.il/facultye/yitzhaki/gini.doc
and references, e.g.:
Abadie, Alberto, Joshua Angrist, and Guido W. Imbens (1998).
"Instrumental Variable Estimation of Quantile Treatment Effects,"
NBER, Technical Working Paper, 229.
http://papers.nber.org/papers/t0229.pdf
On 3/24/06, Zuluaga, Blanca <[email protected]> wrote:
> Does someone know if it's possible to run QUANTILE REGRESSIONS using INSTRUMENTAL VARIABLES in Stata?
> I checked the 'help' but it doesn't show the option. Hopefully it has it but I couldn't find it.
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
