On Testing Sample Selection Bias Under the Multicollinearity Problem

DOI10.1080/02770900500406132zbMath1161.62320OpenAlexW1991515084MaRDI QIDQ5719303

Takashi Yamagata, Chris D. Orme

Publication date: 18 January 2006

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: http://www.econ.cam.ac.uk/research-files/repec/cam/pdf/cwpe0522.pdf

zbMATH Keywords

likelihood ratio testWald testLagrange multiplier testsample selection bias\(t\)-test

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Monte Carlo methods (65C05)

Related Items (2)

The small sample performance of the Wald test in the sample selection model under the multicollinearity problem ⋮ A Generalized Heckman Model With Varying Sample Selection Bias and Dispersion Parameters

Cites Work

• A note on the estimation of models with sample-selection biases
• Estimation of sample selection bias models by the maximum likelihood estimator and Heckman's two-step estimator
• On the choice between sample selection and two-part models
• Asymptotic Expansions of the Information Matrix Test Statistic
• Distributional Tests for Selectivity Bias and a More Robust Likelihood Estimator
• Sample Selection Bias as a Specification Error: A Comment
• Sample Selection Bias as a Specification Error
• Estimation of sample selection bias models
• SIZE CHARACTERISTICS OF TESTS FOR SAMPLE SELECTION BIAS: A MONTE CARLO COMPARISON AND EMPIRICAL EXAMPLE
• Testing for Sample Selection Bias
• Collinearity and two-step estimation of sample selection models: Problems, origins, and remedies

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