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

DOI10.1007/S00362-010-0306-9zbMATH Open1244.62098OpenAlexW2143937833MaRDI QIDQ434403FDOQ434403

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

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zbMATH Keywords

panel databias

Mathematics Subject Classification ID

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

Cites Work

• Estimation of Relationships for Limited Dependent Variables
• Title not available (Why is that?)
• Title not available (Why is that?)
• Sample Selection Bias as a Specification Error
• Estimation of the Two-Limit Probit Regression Model
• Title not available (Why is that?)
• The theory of least squares when the parameters are stochastic and its application to the analysis of growth curves
• Testing the Error Components Model with Non-Normal Disturbances
• Title not available (Why is that?)
• A Monte Carlo comparison of estimators for censored regression models

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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