Collinearity and two-step estimation of sample selection models: Problems, origins, and remedies

DOI10.1023/A:1008749011772zbMath1013.91101OpenAlexW1498983128MaRDI QIDQ5928984

Shihti Yu, Siu Fai Leung

Publication date: 13 July 2003

Published in: Computational Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1008749011772

zbMATH Keywords

remedycollinearity problemHeckman's two-step methodMonte Carlo experimentsample selectionwage equation

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

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