Estimation of a regression spline sample selection model

DOI10.1016/J.CSDA.2012.12.010zbMATH Open1348.62199OpenAlexW2134801025MaRDI QIDQ333716FDOQ333716

Authors: Giampiero Marra, Rosalba Radice 

Publication date: 31 October 2016

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

Full work available at URL: https://doi.org/10.1016/j.csda.2012.12.010

Recommendations

• A penalized likelihood estimation approach to semiparametric sample selection binary response modeling
• Semi-parametric copula sample selection models for count responses
• Robust inference in sample selection models
• Nonparametric Estimation of Sample Selection Models
• Sample selection models for discrete and other non-Gaussian response variables

zbMATH Keywords

selection biasnon-random sample selectionpenalized regression splinesimultaneous equation system

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

• Semiparametric Regression
• Smoothing spline ANOVA models
• Generalized additive models. An introduction with R.
• Numerical Optimization
• Title not available (Why is that?)
• A comparison of GCV and GML for choosing the smoothing parameter in the generalized spline smoothing problem
• Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
• Title not available (Why is that?)
• Title not available (Why is that?)
• Approximate Inference in Generalized Linear Mixed Models
• Stable and Efficient Multiple Smoothing Parameter Estimation for Generalized Additive Models
• An introduction to copulas.
• Semiparametric estimation of censored selection models with a nonparametric selection mechanism
• Sample Selection Bias as a Specification Error
• Nonparametric Estimation of Sample Selection Models
• A Heckman selection-\(t\) model
• Collinearity and two-step estimation of sample selection models: Problems, origins, and remedies
• Smoothing parameter selection for a class of semiparametric linear models
• Microeconometrics
• Bayesian inference in a sample selection model
• Coverage properties of confidence intervals for generalized additive model components
• Semiparametric two-stage estimation of sample selection models subject to Tobit-type selection rules
• Estimation of sample selection models with two selection mechanisms
• Tests for the Bivariate Normal Distribution in Econometric Models with Selectivity
• How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?
• Title not available (Why is that?)
• Estimating count data models with endogenous switching: sample selection and endogenous treatment effects
• Modelling sample selection using Archimedean copulas
• Tobit model with covariate dependent thresholds
• Estimation of a semiparametric recursive bivariate probit model in the presence of endogeneity
• Comparing principal stratification and selection models in parametric causal inference with nonignorable missingness

Cited In (12)

• Random distributional response model based on spline method
• A penalized likelihood estimation approach to semiparametric sample selection binary response modeling
• Cost-Containment and Adverse Selection in Medicaid HMOs
• Sample selection models for count data in R
• Correcting for sample selection bias in Bayesian distributional regression 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
• 2-step gradient boosting approach to selectivity bias correction in tax audit: an application to the VAT gap in Italy
• Copula regression spline models for binary outcomes
• Bayesian analysis of semiparametric Bernstein polynomial regression models for data with sample selection
• Regression Analysis with Response-selective Sampling
• A double-copula stochastic frontier model with dependent error components and correction for sample selection

Uses Software

• R
• VGAM
• gss
• SemiPar
• SemiParBIVProbit
• sampleSelection
• gamair
• SemiParSampleSel

This page was built for publication: Estimation of a regression spline sample selection model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q333716)