A sample selection model with skew-normal distribution

DOI10.1111/SJOS.12171MaRDI QIDQ94631zbMATH OpenOpenAlexFDO

Authors E. O. Ogundimu, J. L. Hutton

Publication date 30 July 2015

Published in Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL http://dro.dur.ac.uk/34195/1/34195.pdf

zbMATH Keywords

missing datageneralized skew-normal distributionnon-random samplesample selection

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Linear regression; mixed models (62J05)

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Cites work

• scientific article; zbMATH DE number 3930122 (Why is no real title available?)
• scientific article; zbMATH DE number 1086071 (Why is no real title available?)
• A Heckman selection-\(t\) model
• A two-parameter generalized skew-normal distribution
• A unified view on skewed distributions arising from selections
• Bayesian robust inference of sample selection using selection-\(t\) models
• Collinearity and two-step estimation of sample selection models: Problems, origins, and remedies
• Generalized Econometric Models with Selectivity
• Multivariate extended skew-\(t\) distributions and related families
• Nonparametric Estimation of Sample Selection Models
• On the choice between sample selection and two-part models
• Sample Selection Bias as a Specification Error
• Semiparametric Estimation of the Intercept of a Sample Selection Model
• Semiparametric estimation of censored selection models with a nonparametric selection mechanism
• Skewed multivariate models related to hidden truncation and/or selective reporting. With discussion and a rejoinder by the authors.
• The nontruncated marginal of a truncated bivariate normal distribution
• Two-step series estimation of sample selection models
• maxLik: a package for maximum likelihood estimation in R

Cited in

(16)

• On the estimation of a binary response model in a selected population
• Bivariate symmetric Heckman models and their characterization
• A Heckman selection-\(t\) model
• Sample selection issues and applications
• Regularization and variable selection in Heckman selection model
• Multivariate unified skew-\(t\) distributions and their properties
• Correcting for sample selection bias in Bayesian distributional regression models
• ssmodels
• A unified approach to multilevel sample selection models
• Maximum simulated likelihood estimation of the panel sample selection model
• Selection bias in linear mixed models
• Multiple imputation of incomplete multilevel data using Heckman selection models
• Predictive performance of penalized beta regression model for continuous bounded outcomes
• A Generalized Heckman Model With Varying Sample Selection Bias and Dispersion Parameters
• Sample selection models for discrete and other non-Gaussian response variables
• Birnbaum–Saunders sample selection model

Describes a project that uses

Uses Software

• sampleSelection

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