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Simple Tests for Sample Selection Bias in Censored and Discrete Choice Models

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  • Vella, F

Abstract

This paper presents two simple tests of sample selection bias for models where the primary equation of interest has a censored or discrete dependent variable. The first test is derived as a conditional moment test and can be implemented.in a regression-based framework. The second test is an extension of the testing procedures proposed by Heckman (1979) and Vella (1993) and is a "t"-test on a constructed variable in an auxiliary equation. The utility of the tests is illustrated in a model determining the receipt of work conditioned nonwage labour income over a subsample of working women. Copyright 1992 by John Wiley & Sons, Ltd.

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Bibliographic Info

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

Volume (Year): 7 (1992)
Issue (Month): 4 (Oct.-Dec.)
Pages: 413-21

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Handle: RePEc:jae:japmet:v:7:y:1992:i:4:p:413-21

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Cited by:
  1. Gary V. Engelhardt & Anil Kumar, 2006. "Employer Matching and 401(k) Saving: Evidence from the Health and Retirement Study," DNB Working Papers 079, Netherlands Central Bank, Research Department.
  2. Seung-Hoon Yoo & Hee-Jong Yang, 2001. "Application of Sample Selection Model to Double-Bounded Dichotomous Choice Contingent Valuation Studies," Environmental & Resource Economics, European Association of Environmental and Resource Economists, vol. 20(2), pages 147-163, October.
  3. Gary V. Engelhardt & Anil Kumar, 2004. "Social Security Personal-Account Participation with Government Matching," Working Papers, Center for Retirement Research at Boston College 2004-22, Center for Retirement Research.
  4. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
  5. Walton, Jonathan C. & Larson, James A. & Roberts, Roland K. & Lambert, Dayton M. & English, Burton C. & Larkin, Sherry L. & Marra, Michele C., 2008. "PDA and Handheld GPS Adoption in Precision Cotton Production," 2008 Annual Meeting, February 2-6, 2008, Dallas, Texas 6839, Southern Agricultural Economics Association.
  6. Fabio Bertoni & Annalisa Croce & Diego D'Adda, 2009. "Venture capital investments and patenting activity of high-tech start-ups: a micro-econometric firm-level analysis," Venture Capital, Taylor & Francis Journals, vol. 12(4), pages 307-326, November.
  7. Walton, Jonathan C. & Roberts, Roland K. & Lambert, Dayton M. & Larson, James A. & English, Burton C. & Larkin, Sherry L. & Martin, Steven W. & Marra, Michele C. & Paxton, Kenneth W. & Reeves, Jeanne , 2008. "Adoption and Abandonment of Precision Soil Sampling in Cotton Production," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6215, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  8. William Fonta & Hyacinth Ichoku & Kanayo Ogujiuba, 2010. "Estimating willingness to pay with the stochastic payment card design: further evidence from rural Cameroon," Environment, Development and Sustainability, Springer, vol. 12(2), pages 179-193, April.
  9. William Fonta & H. Ichoku & Jane Kabubo-Mariara, 2010. "The effect of protest zeros on estimates of willingness to pay in healthcare contingent valuation analysis," Applied Health Economics and Health Policy, Springer, vol. 8(4), pages 225-237, July.
  10. Bown, Chad P., 2004. "Trade disputes and the implementation of protection under the GATT: an empirical assessment," Journal of International Economics, Elsevier, vol. 62(2), pages 263-294, March.
  11. Vella, F. & Verbeek, M., 1993. "Estmating and Interpreting Models with Endogenous Treatment Effects: The Relationship between Competing Estimators of the Union Impact on Wages," Papers 9351, Tilburg - Center for Economic Research.
  12. Booth, Alison L. & Coles, Melvyn, 2005. "Increasing Returns to Education and the Skills Under-Investment Trap," IZA Discussion Papers 1657, Institute for the Study of Labor (IZA).
  13. Co, Catherine Y., 1997. "Japanese FDI into the U.S. automobile industry: An empirical investigation," Japan and the World Economy, Elsevier, vol. 9(1), pages 93-108, March.
  14. Blatter, Marc & Mühlemann, Samuel & Schenker, Samuel & Wolter, Stefan C., 2012. "Hiring Costs of Skilled Workers and the Supply of Firm-Provided Training," IZA Discussion Papers 6344, Institute for the Study of Labor (IZA).
  15. E. Santarelli & H. T. Tran, 2013. "Diversification Strategies and Firm Performance: A Sample Selection Approach," Working Papers wp896, Dipartimento Scienze Economiche, Universita' di Bologna.
  16. Wooldridge, Jeffrey M., 1995. "Selection corrections for panel data models under conditional mean independence assumptions," Journal of Econometrics, Elsevier, vol. 68(1), pages 115-132, July.
  17. Engelhardt, Gary V. & Kumar, Anil, 2009. "The elasticity of intertemporal substitution: New evidence from 401(k) participation," Economics Letters, Elsevier, vol. 103(1), pages 15-17, April.

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