Conditional independence in sample selection models

DOI10.1016/S0165-1765(97)00022-0MaRDI QIDQ1391365zbMATH OpenOpenAlexWikidataFDO

Authors Joshua D. Angrist

Publication date 22 July 1998

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0165-1765(97)00022-0

zbMATH Keywords

selection biaspropensity scorenon-random samples

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

Recommendations

• Another look at the identification at infinity of sample selection models
• Nonparametric identification and estimation of sample selection models under symmetry
• A Note About Models for Selectivity Bias
• Selection corrections for panel data models under conditional mean independence assumptions
• Semiparametric estimation of a heteroskedastic sample selection model

Cites work

• scientific article; zbMATH DE number 3635280 (Why is no real title available?)
• scientific article; zbMATH DE number 3992757 (Why is no real title available?)
• A Note About Models for Selectivity Bias
• A Note on Noncausality
• Alternative methods for evaluating the impact of interventions. An overview
• Asymptotic efficiency in semi-parametric models with censoring
• Distributional Tests for Selectivity Bias and a More Robust Likelihood Estimator
• Root-N-Consistent Semiparametric Regression
• Sample Selection Bias as a Specification Error
• Semiparametric estimation of censored selection models with a nonparametric selection mechanism
• Shadow Prices, Market Wages, and Labor Supply
• Some Approaches to the Correction of Selectivity Bias
• The Effect of Sample Selection and Initial Conditions in Duration Models: Evidence from Experimental Data on Training
• The General Equivalence of Granger and Sims Causality
• The central role of the propensity score in observational studies for causal effects

Cited in

(10)

• Nonresponse in dynamic panel data models
• A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE
• Testing unconditional and conditional independence via mutual information
• Generating conditional expectations from models with selectivity bias
• Causal inference and data fusion in econometrics
• Variable Selection via Additive Conditional Independence
• The sampling properties of conditional independence graphs forI(1) structural VAR models
• What can we learn about the racial gap in the presence of sample selection?
• Potential modeling: conditional independence matters
• The directions of selection bias

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