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Supplemental material - March 2006 Volume 74 Issue 2


Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure

Joshua Angrist
Victor Chernozhukov
Ivan Fernández-Val

Go to: DataData DescriptionSoftware



Data - Supplement To “Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure”: Data
Joshua Angrist, Victor Chernozhukov, Ivan Fernández-Val


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Data Description - Supplement To “Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure”: Variable Definitions, Data, And Programs
Joshua Angrist, Victor Chernozhukov, Ivan Fernández-Val

Description: This supplement provides added technical details related to the data, variable definitions, and estimation. The paper has two empirical components: estimation of quantile regression weighting schemes and robust inference on the quantile regression process for earnings equations. Both rely on Census microdata for 1980, 1990, and 2000. The original raw data are available from the Integrated Public Use Microdata Series (IPUMS) web site and our Stata extracts are available here. In addition to a description of the data and variables, this supplement includes all Stata and R (version 2.0.1) command files used to construct Figures 1 and 2, and Table I.

View the file (pdf file format)



Software - Supplement To “Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure”: Programs
Joshua Angrist, Victor Chernozhukov, Ivan Fernández-Val


View the file (zip file format)



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