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Parametric and semiparametric estimation of sample selection models: an empirical application to the female labour force in Portugal

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  • Maria Fraga O. Martins

    (ECARE, Universite Libre Bruxelles and ISEGI. Universidade Nova de Lisboa, Travessa Estevao Pinto, Campolide, 1070-124 Lisboa, Portugal)

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    Abstract

    This paper applies both parametric and semiparametric methods to the estimation of wage and participation equations for married women in Portugal. The semiparametric estimators considered are the two-stage estimators proposed by Newey (1991) and Andrews and Schafgans (1998). The selection equation results are compared using the specification tests proposed by Horowitz (1993), Horowitz and Hardle (1994), and the wage equation results are compared using a Hausman test. Significant differences between the two approaches indicate the inappropriateness of the standard parametric methods to the estimation of the model and for the purpose of policy simulations. The greater departure seems to occur in the range of the low values of the index corresponding to a specific group of women. Copyright © 2001 John Wiley & Sons, Ltd.

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    Article provided by John Wiley & Sons, Ltd. in its journal Journal of Applied Econometrics.

    Volume (Year): 16 (2001)
    Issue (Month): 1 ()
    Pages: 23-39

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    Handle: RePEc:jae:japmet:v:16:y:2001:i:1:p:23-39

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    1. J. A. Hausman, 1976. "Specification Tests in Econometrics," Working papers 185, Massachusetts Institute of Technology (MIT), Department of Economics.
    2. Hardle, Wolfgang & Linton, Oliver, 1986. "Applied nonparametric methods," Handbook of Econometrics, in: R. F. Engle & D. McFadden (ed.), Handbook of Econometrics, edition 1, volume 4, chapter 38, pages 2295-2339 Elsevier.
    3. Heckman, James J, 1974. "Shadow Prices, Market Wages, and Labor Supply," Econometrica, Econometric Society, vol. 42(4), pages 679-94, July.
    4. Melenberg, B. & Soest, A.H.O. van, 1993. "Semi-parametric estimation of the sample selection model," Discussion Paper 1993-34, Tilburg University, Center for Economic Research.
    5. Andrews, Donald W K, 1991. "Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models," Econometrica, Econometric Society, vol. 59(2), pages 307-45, March.
    6. Klein, Roger W & Spady, Richard H, 1993. "An Efficient Semiparametric Estimator for Binary Response Models," Econometrica, Econometric Society, vol. 61(2), pages 387-421, March.
    7. Moshe Buchinsky, 1998. "The dynamics of changes in the female wage distribution in the USA: a quantile regression approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 13(1), pages 1-30.
    8. Gerfin, Michael, 1996. "Parametric and Semi-parametric Estimation of the Binary Response Model of Labor Market Participation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 11(3), pages 321-39, May-June.
    9. Nawata, Kazumitsu, 1993. "A note on the estimation of models with sample-selection biases," Economics Letters, Elsevier, vol. 42(1), pages 15-24.
    10. Horowitz, Joel L., 1993. "Semiparametric estimation of a work-trip mode choice model," Journal of Econometrics, Elsevier, vol. 58(1-2), pages 49-70, July.
    11. Callan, T. & Soest, A.H.O. van, 1994. "Family labour supply and taxes in Ireland," Discussion Paper 1994-26, Tilburg University, Center for Economic Research.
    12. Killingsworth, Mark R. & Heckman, James J., 1987. "Female labor supply: A survey," Handbook of Labor Economics, in: O. Ashenfelter & R. Layard (ed.), Handbook of Labor Economics, edition 1, volume 1, chapter 2, pages 103-204 Elsevier.
    13. Isabel Proenca, . "On the performance of the H-H Test," Statistic und Oekonometrie 9310, Humboldt Universitaet Berlin.
    14. Newey, Whitney K, 1985. "Maximum Likelihood Specification Testing and Conditional Moment Tests," Econometrica, Econometric Society, vol. 53(5), pages 1047-70, September.
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    Cited by:
    1. Sonia Bhalotra & Claudia Sanhueza, 2004. "Parametric and Semi-parametric Estimations of the Return to Schooling in South Africa," Econometric Society 2004 Latin American Meetings 294, Econometric Society.
    2. M. Genius & E. Strazzera, 2003. "The copula approach of sampling selection modelling: an application to the recreational value of forests," Working Paper CRENoS 200308, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
    3. Antonio Di Paolo & Anna Matas & Josep Lluís Raymond, 2014. "“Job Accessibility, Employment and Job-Education Mismatch in the Metropolitan Area of Barcelona”," AQR Working Papers 201411, University of Barcelona, Regional Quantitative Analysis Group, revised May 2014.
    4. Boriss Siliverstovs & Dmitri Koulikov, 2003. "Labor Supply of Married Females in Estonia," Discussion Papers of DIW Berlin 321, DIW Berlin, German Institute for Economic Research.
    5. Elisabetta Strazzera & Margarita Genius, 2004. "The Copula Approach to Sample Selection Modelling: An Application to the Recreational Value of Forests," Working Papers 2004.73, Fondazione Eni Enrico Mattei.
    6. Fábio Veras Soares, 2004. "Do Informal Workers Queue For Formal Jobs in Brazil ?," Discussion Papers 1021, Instituto de Pesquisa Econômica Aplicada - IPEA.

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