A Sample Selection Model with Skew-normal Distribution

DOI10.1111/sjos.12171zbMath1364.62121OpenAlexW1946484916MaRDI QIDQ94631

Jane L. Hutton, Emmanuel O. Ogundimu, Jane L. Hutton, Emmanuel O. Ogundimu

Publication date: 30 July 2015

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: http://dro.dur.ac.uk/34195/1/34195.pdf

zbMATH Keywords

sample selectionmissing datanon-random samplegeneralized skew-normal distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Linear regression; mixed models (62J05)

Related Items (7)

Regularization and variable selection in Heckman selection model ⋮ Predictive performance of penalized beta regression model for continuous bounded outcomes ⋮ Birnbaum–Saunders sample selection model ⋮ A Generalized Heckman Model With Varying Sample Selection Bias and Dispersion Parameters ⋮ ssmodels ⋮ Correcting for sample selection bias in Bayesian distributional regression models ⋮ Bivariate symmetric Heckman models and their characterization

Uses Software

• sampleSelection

Cites Work

• Unnamed Item
• Unnamed Item
• Two-step series estimation of sample selection models
• Bayesian robust inference of sample selection using selection-\(t\) models
• Multivariate extended skew-\(t\) distributions and related families
• A two-parameter generalized skew-normal distribution
• Semiparametric estimation of censored selection models with a nonparametric selection mechanism
• The nontruncated marginal of a truncated bivariate normal distribution
• Skewed multivariate models related to hidden truncation and/or selective reporting. With discussion and a rejoinder by the authors.
• On the choice between sample selection and two-part models
• maxLik: a package for maximum likelihood estimation in R
• Generalized Econometric Models with Selectivity
• Sample Selection Bias as a Specification Error
• Semiparametric Estimation of the Intercept of a Sample Selection Model
• Nonparametric Estimation of Sample Selection Models
• A Heckman Selection-tModel
• A unified view on skewed distributions arising from selections
• Collinearity and two-step estimation of sample selection models: Problems, origins, and remedies

This page was built for publication: A Sample Selection Model with Skew-normal Distribution