Regularization and variable selection in Heckman selection model

DOI10.1007/S00362-021-01246-ZOpenAlexW3166030279MaRDI QIDQ2122823

Emmanuel O. Ogundimu

Publication date: 7 April 2022

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-021-01246-z

zbMATH Keywords

missing datavariable selectionpenalized regressioncoordinate descentnon-random selection

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• glmnet

Cites Work

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• A Heckman Selection-tModel
• A unified view on skewed distributions arising from selections
• Regularization and Variable Selection Via the Elastic Net
• Robust Inference in Sample Selection Models
• Adaptive Lasso for Cox's proportional hazards model
• MODEL SELECTION AND INFERENCE: FACTS AND FICTION
• Collinearity and two-step estimation of sample selection models: Problems, origins, and remedies

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