Estimation of sample selection bias models

DOI10.1080/07474939608800363zbMATH Open0885.62131OpenAlexW1971406400WikidataQ126256225 ScholiaQ126256225MaRDI QIDQ4355153FDOQ4355153

Authors: Kazumitsu Nawata, Nobuko Nagase 

Publication date: 3 May 1998

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474939608800363

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• Estimation of sample selection bias models by the maximum likelihood estimator and Heckman's two-step estimator
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zbMATH Keywords

maximum likelihood estimatorsample selection biasesHeckman's two-step estimatortype II Tobit

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Monte Carlo methods (65C05)

Cites Work

• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• Shadow Prices, Market Wages, and Labor Supply
• Sample Selection Bias as a Specification Error
• Distributional Tests for Selectivity Bias and a More Robust Likelihood Estimator
• Approximating a Truncated Normal Regression with the Method of Moments
• A Monte Carlo comparison of estimators for censored regression models
• A note on the estimation of models with sample-selection biases
• Estimation of sample selection bias models by the maximum likelihood estimator and Heckman's two-step estimator

Cited In (22)

• The Sample Selection Model from a Method of Moments Perspective
• Two-step estimation of heteroskedastic sample selection models
• Evaluation of the DPC-based inclusive payment system in Japan for cataract operations by a new model
• Finite sample behavior of two step estimators in selection models
• Testing parameter significance in instrumental variables probit estimators: some simulation
• On Testing Sample Selection Bias Under the Multicollinearity Problem
• Estimation of the female labor supply models by Heckman's two-step estimator and the maximum likelihood estimator.
• Dual Selection Criteria with Multiple Alternatives: Migration, Work Status, and Wages
• A note on unbiased estimation following selection
• Sample Selection and Biases in Local House Value Indices
• SIZE CHARACTERISTICS OF TESTS FOR SAMPLE SELECTION BIAS: A MONTE CARLO COMPARISON AND EMPIRICAL EXAMPLE
• The small sample performance of the Wald test in the sample selection model under the multicollinearity problem
• EM Algorithm Estimation of Simultaneous Equation Model with Limited Variables: An Example of Cigarette Consumption
• Estimation of sample selection bias models by the maximum likelihood estimator and Heckman's two-step estimator
• A Small-Sample Estimator for the Sample-Selection Model
• Tweedie’s Formula and Selection Bias
• Selectivity bias correction methods in polychotomous sample selection models
• Birnbaum–Saunders sample selection model
• Model selection bias and Freedman's paradox
• A Monte Carlo comparison of estimators for a bivariate probit model with selection
• Bias in maximum likelihood estimation of disequilibrium and sample selection models with error-ridden observations.
• Collinearity and two-step estimation of sample selection models: Problems, origins, and remedies

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