The Lagrangean multiplier test for a model with two selectivity criteria

DOI10.1016/0165-1765(92)90154-QzbMath0745.62102MaRDI QIDQ1193001

Seung Chan Ahn

Publication date: 27 September 1992

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

zbMATH Keywords

asymptotic equivalenceLagrange multiplier test\(F\)-statisticpower propertieshypothesis of no selection biasmodel with two different selection rules

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Hypothesis testing in multivariate analysis (62H15)

Related Items (1)

A unified approach to multilevel sample selection models

Cites Work

• Partial observability in bivariate probit models
• On the Cost of Partial Observability in the Bivariate Probit Model
• Sample Selection Bias as a Specification Error
• Testing for Sample Selection Bias

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