Elliptical regression models for multivariate sample-selection bias correction

DOI10.1016/J.JKSS.2016.01.003zbMath1342.62130OpenAlexW2254349945MaRDI QIDQ530380

Hea-Jung Kim, Hyoung-Moon Kim

Publication date: 29 July 2016

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2016.01.003

zbMATH Keywords

bias correctionMCECM algorithmHeckman modelmultivariate sample-selection regressionrectangle-screened scale mixture of normal

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Linear inference, regression (62J99) Probability distributions: general theory (60E05)

Related Items (2)

Bayesian hierarchical robust factor analysis models for partially observed sample-selection data ⋮ Bayesian inference in a sample selection model with multiple selection rules

Cites Work

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• Moments of truncated student-\(t\) distribution
• A class of rectangle-screened multivariate normal distributions and its applications
• The EM Algorithm and Extensions, 2E
• Generalized Econometric Models with Selectivity
• Shadow Prices, Market Wages, and Labor Supply
• Inference and missing data
• Sample Selection Bias as a Specification Error
• Statistical Applications of the Multivariate Skew Normal Distribution
• The ECME algorithm: A simple extension of EM and ECM with faster monotone convergence
• Nonparametric Estimation of Sample Selection Models
• A Heckman Selection-tModel
• A unified view on skewed distributions arising from selections

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