On the choice between sample selection and two-part models

DOI10.1016/0304-4076(94)01720-4zbMath0881.62132OpenAlexW1977205699MaRDI QIDQ1915469

Shihti Yu, Siu Fai Leung

Publication date: 16 June 1996

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(94)01720-4

zbMATH Keywords

two-part modelsample selection modelcollinearityhealth economicscensored regression model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Monte Carlo methods (65C05)

Related Items (15)

Testing competing models for non-negative data with many zeros ⋮ Tobit Liu estimation of censored regression model: an application to Mroz data and a Monte Carlo simulation study ⋮ Two-part models are robust to endogenous selection ⋮ Birnbaum–Saunders sample selection model ⋮ A Monte Carlo comparison of estimators for a bivariate probit model with selection ⋮ EM Algorithm Estimation of Simultaneous Equation Model with Limited Variables: An Example of Cigarette Consumption ⋮ A Generalized Heckman Model With Varying Sample Selection Bias and Dispersion Parameters ⋮ A Longitudinal Measurement Error Model with a Semicontinuous Covariate ⋮ On Testing Sample Selection Bias Under the Multicollinearity Problem ⋮ A Sample Selection Model with Skew-normal Distribution ⋮ Accounting for non-response bias using participation incentives and survey design: an application using gift vouchers ⋮ Treatment effects in sample selection models and their nonparametric estimation ⋮ A Small-Sample Estimator for the Sample-Selection Model ⋮ Statistical analysis of zero-inflated nonnegative continuous data: a review ⋮ Bivariate symmetric Heckman models and their characterization

Cites Work

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• A note on the estimation of models with sample-selection biases
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• Symmetrically Trimmed Least Squares Estimation for Tobit Models
• Smearing Estimate: A Nonparametric Retransformation Method
• Root-N-Consistent Semiparametric Regression
• Sample Selection Bias as a Specification Error
• Testing for Sample Selection Bias
• Some Statistical Models for Limited Dependent Variables with Application to the Demand for Durable Goods
• Some Comments on C P

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