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Conditional independence in sample selection models

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  • Angrist, Joshua D.

Abstract

In this note, I describe the conditional independence properties that make it possible to use the selection propensity score to control selection bias in a general sample selection model. The resulting characterization does not rely on a latent index selection mechanism and imposes no structure other than an assumption of independance between the regression error term and the regressors in random samples. This approach leads to a simple rule that can be used to determine if conditioning on the selection propensity score is sufficient to control selection bias.

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Bibliographic Info

Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 54 (1997)
Issue (Month): 2 (February)
Pages: 103-112

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Handle: RePEc:eee:ecolet:v:54:y:1997:i:2:p:103-112

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  15. James J. Heckman, 1976. "The Common Structure of Statistical Models of Truncation, Sample Selection and Limited Dependent Variables and a Simple Estimator for Such Models," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 5, number 4, pages 475-492 National Bureau of Economic Research, Inc.
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