When does Heckman's two-step procedure for censored data work and when does it not?

DOI10.1007/S00362-010-0306-9MaRDI QIDQ434403zbMATH OpenOpenAlexFDO

Authors Robert H. Jonsson

Publication date 10 July 2012

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/2077/9593

zbMATH Keywords

panel databias

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05) Censored data models (62N01) Monte Carlo methods (65C05)

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Cites work

• scientific article; zbMATH DE number 3984433 (Why is no real title available?)
• scientific article; zbMATH DE number 699423 (Why is no real title available?)
• scientific article; zbMATH DE number 1515416 (Why is no real title available?)
• scientific article; zbMATH DE number 3366404 (Why is no real title available?)
• A Monte Carlo comparison of estimators for censored regression models
• Estimation of Relationships for Limited Dependent Variables
• Estimation of the Two-Limit Probit Regression Model
• Sample Selection Bias as a Specification Error
• Testing the Error Components Model with Non-Normal Disturbances
• The theory of least squares when the parameters are stochastic and its application to the analysis of growth curves

Cited in

(2)

• Uncertainty intervals for regression parameters with non-ignorable missingness in the outcome
• Bias-corrected quantile regression estimation of censored regression models

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