[统计软件与数据分析] ivqte非条件分位数回归相关问题 [推广有奖]

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宛如青空 发表于 2019-3-3 11:21:57 |AI写论文

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我最近在做一篇关于非条件分位数处理效应的文章，按照官网命令和数据得到了以下结果，如果我想得到类似条件分位数的处理变量和控制变量的系数，显著性等，该怎么操作，请指点 ivqte lwage (college = nearc4), variance dummy(black) continuous(age fatheduc motheduc) unordered(region)

Unconditional Quantile Treatment Effects under endogeneity
Estimator suggested in Froelich and Melly (2008)

Quantile(s):                .1 .2 .3 .4 .5 .6 .7 .8 .9
Dependent variable:       lwage
Treatment variable:       college
Instrumental variable:    nearc4
Control variable(s):       age fatheduc motheduc black region
Number of observations:    2220
Proportion of compliers:    .083

Propensity score estimated by local logit regression with h = infinity and lambda = 1
Variance estimated using local logit regression with h = infinity and lambda = 1

------------------------------------------------------------------------------
   lwage |    Coef. Std. Err.    z P>|z|    [95% Conf. Interval]
-------------+----------------------------------------------------------------
  Quantile_1 | .7099233 .5292432    1.34 0.180 -.3273744 1.747221
  Quantile_2 | .7323012 .3955648    1.85 0.064 -.0429916 1.507594
  Quantile_3 | .7082763 .4033518    1.76 0.079 -.0822787 1.498831
  Quantile_4 | .6355395 .4788809    1.33 0.184 -.3030498 1.574129
  Quantile_5 | .6863055 .5033584    1.36 0.173 -.3002589    1.67287
  Quantile_6 | .7277389 .4275717    1.70 0.089 -.1102862 1.565764
  Quantile_7 | .5732856 .3763669    1.52 0.128    -.16438 1.310951
  Quantile_8 | .6023927 .3332548    1.81 0.071 -.0507748    1.25556
  Quantile_9 | .6312437 .3666458    1.72 0.085 -.0873689 1.349856
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