When does Heckman's two-step procedure for censored data work and when does it not?

DOI10.1007/s00362-010-0306-9zbMath1244.62098OpenAlexW2143937833MaRDI QIDQ434403

Robert Jonsson

Publication date: 10 July 2012

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

Full work available at URL: http://hdl.handle.net/2077/9593

zbMATH Keywords

panel databias

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Point estimation (62F10) Censored data models (62N01) Monte Carlo methods (65C05)

Related Items

Bias-corrected quantile regression estimation of censored regression models, Uncertainty intervals for regression parameters with non-ignorable missingness in the outcome

Cites Work

• Estimation of Relationships for Limited Dependent Variables
• A Monte Carlo comparison of estimators for censored regression models
• Testing the Error Components Model with Non-Normal Disturbances
• Estimation of the Two-Limit Probit Regression Model
• Sample Selection Bias as a Specification Error
• The theory of least squares when the parameters are stochastic and its application to the analysis of growth curves
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