Sample selection models for discrete and other non-Gaussian response variables

DOI10.1007/S10260-018-0427-1MaRDI QIDQ2324288zbMATH OpenOpenAlexFDO

Authors Adelchi Azzalini, Hyoung-Moon Kim, Hea-Jung Kim

Publication date 11 September 2019

Published in Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1609.03692

zbMATH Keywords

binary variablescensoringcount dataHeckman modelsample selectionselection biasskew-normal distributionskew-symmetric distributionssymmetry-modulated distributions

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Censored data models (62N01)

Abstract: Consider observation of a phenomenon of interest subject to selective sampling due to a censoring mechanism regulated by some other variable. In this context, an extensive literature exists linked to the so-called Heckman selection model. A great deal of this work has been developed under Gaussian assumption of the underlying probability distributions; considerably less work has dealt with other distributions. We examine a general construction which encompasses a variety of distributions and allows various options of the selection mechanism, focusing especially on the case of discrete response. Inferential methods based on the pertaining likelihood function are developed.

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Cites work

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• scientific article; zbMATH DE number 47310 (Why is no real title available?)
• scientific article; zbMATH DE number 1086071 (Why is no real title available?)
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Cited in

(13)

• Bayesian estimation of a discrete response model with double rules of sample selection
• Partial copula methods for models with multiple discrete endogenous explanatory variables and sample selection
• Sample selection models with monotone control functions
• Bivariate symmetric Heckman models and their characterization
• Multiplicative-error models with sample selection
• A unified approach to multilevel sample selection models
• Estimation of a regression spline sample selection model
• A Generalized Heckman Model With Varying Sample Selection Bias and Dispersion Parameters
• The sample selection model: application on the farmers' decision of rice acreage
• On the estimation of a binary response model in a selected population
• Sample selection models for count data in R
• Bayesian inference in a sample selection model
• A sample selection model with skew-normal distribution

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