Estimation of sample selection bias models

DOI10.1080/07474939608800363MaRDI QIDQ4355153zbMATH OpenOpenAlexWikidataFDO

Authors Kazumitsu Nawata, Nobuko Nagase

Publication date 3 May 1998

Published in Econometric Reviews (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474939608800363

zbMATH Keywords

maximum likelihood estimatorsample selection biasesHeckman's two-step estimatortype II Tobit

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Monte Carlo methods (65C05)

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• Estimation of sample selection bias models by the maximum likelihood estimator and Heckman's two-step estimator
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• Finite sample behavior of two step estimators in selection models

Cites work

• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• A Monte Carlo comparison of estimators for censored regression models
• A note on the estimation of models with sample-selection biases
• Approximating a Truncated Normal Regression with the Method of Moments
• Distributional Tests for Selectivity Bias and a More Robust Likelihood Estimator
• Estimation of sample selection bias models by the maximum likelihood estimator and Heckman's two-step estimator
• Sample Selection Bias as a Specification Error
• Shadow Prices, Market Wages, and Labor Supply

Cited in

(28)

• The Sample Selection Model from a Method of Moments Perspective
• On the choice between sample selection and two-part models
• Two-step estimation of heteroskedastic sample selection models
• Sample selection issues and applications
• Evaluation of the DPC-based inclusive payment system in Japan for cataract operations by a new model
• Finite sample behavior of two step estimators in selection models
• Estimation of the female labor supply models by Heckman's two-step estimator and the maximum likelihood estimator.
• Testing parameter significance in instrumental variables probit estimators: some simulation
• On Testing Sample Selection Bias Under the Multicollinearity Problem
• A note on unbiased estimation following selection
• Dual Selection Criteria with Multiple Alternatives: Migration, Work Status, and Wages
• Sample Selection and Biases in Local House Value Indices
• Estimation of sample selection models with two selection mechanisms
• SIZE CHARACTERISTICS OF TESTS FOR SAMPLE SELECTION BIAS: A MONTE CARLO COMPARISON AND EMPIRICAL EXAMPLE
• Generalized sample selection bias correction under RUM
• The small sample performance of the Wald test in the sample selection model under the multicollinearity problem
• Estimation of sample selection bias models by the maximum likelihood estimator and Heckman's two-step estimator
• EM Algorithm Estimation of Simultaneous Equation Model with Limited Variables: An Example of Cigarette Consumption
• Generating conditional expectations from models with selectivity bias
• A Small-Sample Estimator for the Sample-Selection Model
• Tweedie’s Formula and Selection Bias
• Is it always necessary to take sample selection into account?
• Selectivity bias correction methods in polychotomous sample selection models
• Model selection bias and Freedman's paradox
• Birnbaum–Saunders sample selection model
• A Monte Carlo comparison of estimators for a bivariate probit model with selection
• Bias in maximum likelihood estimation of disequilibrium and sample selection models with error-ridden observations.
• Collinearity and two-step estimation of sample selection models: Problems, origins, and remedies

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