A penalized likelihood estimation approach to semiparametric sample selection binary response modeling
From MaRDI portal
Publication:1951164
DOI10.1214/13-EJS814zbMath1337.62170MaRDI QIDQ1951164
Rosalba Radice, Giampiero Marra
Publication date: 29 May 2013
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ejs/1369148599
Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Sampling theory, sample surveys (62D05)
Related Items (9)
On \(p\)-values for semiparametric bivariate probit models ⋮ Semi-parametric copula sample selection models for count responses ⋮ Copula based generalized additive models for location, scale and shape with non-random sample selection ⋮ Multivariate effect priors in bivariate semiparametric recursive Gaussian models ⋮ A joint regression modeling framework for analyzing bivariate binary data in \(\mathsf{R}\) ⋮ A penalized likelihood estimation approach to semiparametric sample selection binary response modeling ⋮ Semi-parametric bivariate polychotomous ordinal regression ⋮ Testing the hypothesis of absence of unobserved confounding in semiparametric bivariate probit models ⋮ Correcting for sample selection bias in Bayesian distributional regression models
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
- Estimating count data models with endogenous switching: sample selection and endogenous treatment effects
- Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors
- A penalized likelihood estimation approach to semiparametric sample selection binary response modeling
- Coverage Properties of Confidence Intervals for Generalized Additive Model Components
- Estimation of a semiparametric recursive bivariate probit model in the presence of endogeneity
- Tests for the Bivariate Normal Distribution in Econometric Models with Selectivity
- Generalized Econometric Models with Selectivity
- Sample Selection Bias as a Specification Error
- Semiparametric Regression
- Modelling sample selection using Archimedean copulas
- An Efficient Semiparametric Estimator for Binary Response Models
- Stable and Efficient Multiple Smoothing Parameter Estimation for Generalized Additive Models
- Collinearity and two-step estimation of sample selection models: Problems, origins, and remedies
- Smoothing spline ANOVA models
This page was built for publication: A penalized likelihood estimation approach to semiparametric sample selection binary response modeling
