New EM-type algorithms for the Heckman selection model

DOI10.1016/j.csda.2020.106930OpenAlexW3004368359MaRDI QIDQ116653

Jun Zhao, Hyoung-Moon Kim, Hea-Jung Kim, Yanyan Li

Publication date: June 2020

Published in: Computational Statistics & Data Analysis, Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2020.106930

zbMATH Keywords

robustnessEM algorithmskew-normalHeckman model

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (4)

Regularization and variable selection in Heckman selection model ⋮ EMSS ⋮ Heckman selection-\(t\) model: parameter estimation via the EM-algorithm ⋮ Missing link survival analysis with applications to available pandemic data

Uses Software

• sampleSelection

Cites Work

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• Robust modeling using non-elliptically contoured multivariate \(t\) distributions
• Bayesian robust inference of sample selection using selection-\(t\) models
• Bayesian inference in a sample selection model
• Maximum likelihood estimation via the ECM algorithm: A general framework
• The EM Algorithm and Extensions, 2E
• Shadow Prices, Market Wages, and Labor Supply
• Sample Selection Bias as a Specification Error
• The ECME algorithm: A simple extension of EM and ECM with faster monotone convergence
• Bayesian analysis of semiparametric Bernstein polynomial regression models for data with sample selection
• A unified view on skewed distributions arising from selections
• Robust Inference in Sample Selection Models
• Microeconometrics

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