Angrist Data Archive
Angrist, Chernozhukov, and Fernandez-Val (2006)
Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure
Notes: Click
here for 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.
Programs: Click here to download the Stata and R (version 2.0.1) command files used to construct Figures 1 and 2, and Table I.
Data: Click here to download the data sets used in this paper. This file contains Stata data sets from the 1980, 1990, and 2000 censuses, with the following variables:
- age
- years of schooling
- log weekly wage
- individual sampling weight
- years of potential experience
- potential experience squared
- dummy for reported race of black