Distributional Tests for Selectivity Bias and a More Robust Likelihood Estimator

DOI10.2307/2526473MaRDI QIDQ3673858zbMATHOpenAlexFDO

Authors Randall J. Olsen

Publication date 1982

Published in International Economic Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2526473

zbMATH Keywords

missing valuesmaximum likelihood estimatorsselectivity biaserror distribution of least squares residualsestimating regression equation

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Point estimation (62F10) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20) Sampling theory, sample surveys (62D05) Robustness and adaptive procedures (parametric inference) (62F35)

Cited in

(12)

• The small sample performance of the Wald test in the sample selection model under the multicollinearity problem
• Estimation of sample selection bias models by the maximum likelihood estimator and Heckman's two-step estimator
• Identification by non-linearity in censored regression models
• SIZE CHARACTERISTICS OF TESTS FOR SAMPLE SELECTION BIAS: A MONTE CARLO COMPARISON AND EMPIRICAL EXAMPLE
• Uncertainty intervals for regression parameters with non-ignorable missingness in the outcome
• The Sample Selection Model from a Method of Moments Perspective
• Econometric models with normal polychotomous selectivity
• On Testing Sample Selection Bias Under the Multicollinearity Problem
• Semiparametric estimates of the supply and demand effects of disability on labor force participation
• Non-parametric maximum likelihood estimation of censored regression models
• Estimation of sample selection bias models
• Conditional independence in sample selection models

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