Robust inference in sample selection models

DOI10.1111/RSSB.12136MaRDI QIDQ5378370zbMATH OpenOpenAlexFDO

Authors Mikhail Zhelonkin, Marc G. Genton, Elvezio Ronchetti

Publication date 12 June 2019

Published in Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10754/594832

zbMATH Keywords

\(M\)-estimatorchange-of-variance functionHeckman modelinfluence functionrobust estimationrobust inferencesample selectiontwo-stage estimator

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35) Nonparametric robustness (62G35)

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Cited in

(19)

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• Copula based generalized additive models for location, scale and shape with non-random sample selection
• Bayesian hierarchical robust factor analysis models for partially observed sample-selection data
• Convexity of probit weights
• Robust subset selection
• Regularization and variable selection in Heckman selection model
• Sample selection models for discrete and other non-Gaussian response variables
• Robust misspecification tests for the Heckman's two-step estimator
• Estimation of a regression spline sample selection model
• Cost-Containment and Adverse Selection in Medicaid HMOs
• Bayesian robust inference of sample selection using selection-t models
• A Generalized Heckman Model With Varying Sample Selection Bias and Dispersion Parameters
• Doubly Robust Inference With Nonprobability Survey Samples
• On Testing Sample Selection Bias Under the Multicollinearity Problem
• Birnbaum–Saunders sample selection model
• Copula selection models for non-Gaussian outcomes that are missing not at random
• Estimating treatment effects under untestable assumptions with nonignorable missing data
• Generalized M-estimators for high-dimensional Tobit I models
• Sample selection models for count data in R

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