Estimating models with sample selection bias: a survey.

This paper surveys the available methods for estimating models with sample selection bias. I initially examine the fully parameterized model proposed by Heckman (1979) before investigating departures in two directions. First, I consider the relaxation of distributional assumptions. In doing so I...

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Detalles Bibliográficos
Publicado en:Journal of Human Resources Vol. 33; no. 1; pp. 127 - 170
Autor principal: Vella, Francis
Formato: Artículo
Publicado: University of Wisconsin Press Winter98
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Acceso en línea:Ver este registro en EBSCOhost
Descripción
Sumario:This paper surveys the available methods for estimating models with sample selection bias. I initially examine the fully parameterized model proposed by Heckman (1979) before investigating departures in two directions. First, I consider the relaxation of distributional assumptions. In doing so I present the available semi-parametric procedures. Second, I investigate the ability to tackle different selection rules generating the selection bias. Finally, I discuss how the estimation procedures applied in the cross-sectional case can be extended to panel data. Reprinted by permission of the publisher.