Testing for Sample Selection Bias

DOI10.2307/2297148MaRDI QIDQ4741597zbMATH OpenOpenAlexFDO

Authors Angelo Melino

Publication date 1982

Published in Review of Economic Studies (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2297148

zbMATH Keywords

Lagrange multiplier testtesting for sample selection bias

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to economics (62P20) Hypothesis testing in multivariate analysis (62H15)

Cited in

(5)

• The Sample Selection Model from a Method of Moments Perspective
• On the choice between sample selection and two-part models
• On Testing Sample Selection Bias Under the Multicollinearity Problem
• Specification testing when score test statistics are identically zero
• The Lagrangean multiplier test for a model with two selectivity criteria

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