A Note About Models for Selectivity Bias
From MaRDI portal
Publication:3704792
DOI10.2307/1913222zbMath0582.62099OpenAlexW1963928868MaRDI QIDQ3704792
Publication date: 1985
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1913222
instabilityexamplesample selection modeltwo-step estimation procedureimplicit additivity assumptionmaximum likelihood fitting proceduresmodels for selectivity bias
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (22)
FULL-SEMIPARAMETRIC-LIKELIHOOD-BASED INFERENCE FOR NON-IGNORABLE MISSING DATA ⋮ On structural equation modeling with data that are not missing completely at random ⋮ Handling selection bias when choosing actions in retail credit applications ⋮ CHARACTERISTIC FUNCTION BASED TESTING FOR CONDITIONAL INDEPENDENCE: A NONPARAMETRIC REGRESSION APPROACH ⋮ Conditional independence in sample selection models ⋮ Semiparametric models and inference for the effect of a treatment when the outcome is nonnegative with clumping at zero ⋮ Estimating the impact of medical care usage on work absenteeism by a trivariate probit model with two binary endogenous explanatory variables ⋮ A note on the robustness of a full Bayesian method for nonignorable missing data analysis ⋮ Sensitivity analysis of the unconfoundedness assumption with an application to an evaluation of college choice effects on earnings ⋮ Semiparametric Bayesian Estimation for Marginal Parametric Potential Outcome Modeling: Application to Causal Inference ⋮ Assessing selection bias in regression coefficients estimated from nonprobability samples with applications to genetics and demographic surveys ⋮ Comparing principal stratification and selection models in parametric causal inference with nonignorable missingness ⋮ Identification of causal effects in the presence of nonignorable missing outcome values ⋮ Adjusting for Nonignorable Missingness When Estimating Generalized Additive Models ⋮ Handling endogeneity and nonnegativity in correlated random effects models: Evidence from ambulatory expenditure ⋮ Uncertainty intervals for regression parameters with non-ignorable missingness in the outcome ⋮ Adaptive empirical likelihood estimation with nonignorable nonresponse data ⋮ Estimation of a semiparametric recursive bivariate probit model in the presence of endogeneity ⋮ The role of conditional likelihoods in latent variable modeling ⋮ The common structure of several models for non-ignorable dropout ⋮ Instrumental variables: an econometrician's perspective ⋮ On model selection and model misspecification in causal inference
This page was built for publication: A Note About Models for Selectivity Bias