Distribution-free and link-free estimation for the sample selection model

DOI10.1016/0304-4076(87)90079-0zbMath0657.62046OpenAlexW2040976149MaRDI QIDQ1110950

Naihua Duan, Ker-Chau Li

Publication date: 1987

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(87)90079-0

zbMATH Keywords

sample selection modelcorrected maximum likelihood estimatecorrected ordinary least squares estimate

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Nonparametric estimation (62G05)

Related Items (6)

Weighted quasi-likelihood estimation based on fuzzy clustering analysis method and dimension reduction technique ⋮ Sliced inverse regression under linear constraints ⋮ An application of weighted bootstrap method in semi-parametric model ⋮ The quasi-likelihood estimation in regression ⋮ Fuzzy weighted scaled coefficients in semi-parametric model ⋮ Estimation of exponential regression parameters using binary data

Cites Work

• Consistent estimation of limited dependent variable models despite misspecification of distribution
• Distribution-Free Maximum Likelihood Estimator of the Binary Choice Model
• Proportional Projections in Limited Dependent Variable Models
• Sufficient Conditions for the Consistency of Maximum Likelihood Estimation Despite Misspecification of Distribution in Multinomial Discrete Choice Models
• Sample Selection Bias as a Specification Error
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