Estimation of a regression spline sample selection model

DOI10.1016/j.csda.2012.12.010zbMath1348.62199OpenAlexW2134801025MaRDI QIDQ333716

Rosalba Radice, Giampiero Marra

Publication date: 31 October 2016

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2012.12.010

zbMATH Keywords

selection biasnon-random sample selectionpenalized regression splinesimultaneous equation system

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to actuarial sciences and financial mathematics (62P05) Point estimation (62F10)

Related Items (7)

A double-copula stochastic frontier model with dependent error components and correction for sample selection ⋮ Semi-parametric copula sample selection models for count responses ⋮ Copula based generalized additive models for location, scale and shape with non-random sample selection ⋮ 2-step gradient boosting approach to selectivity bias correction in tax audit: an application to the VAT gap in Italy ⋮ Sample selection models for count data in R ⋮ Bayesian analysis of semiparametric Bernstein polynomial regression models for data with sample selection ⋮ Correcting for sample selection bias in Bayesian distributional regression models

Uses Software

• R
• VGAM
• gss
• SemiPar
• SemiParBIVProbit
• sampleSelection
• gamair
• SemiParSampleSel

Cites Work

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• Numerical Optimization
• Semiparametric Regression
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• Approximate Inference in Generalized Linear Mixed Models
• A Heckman Selection-tModel
• Microeconometrics
• Stable and Efficient Multiple Smoothing Parameter Estimation for Generalized Additive Models
• Collinearity and two-step estimation of sample selection models: Problems, origins, and remedies
• Smoothing spline ANOVA models

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