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Conditional Independance in Sample Selection Models

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Author Info
Angrist, J.D.

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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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Publisher Info
Paper provided by Massachusetts Institute of Technology (MIT), Department of Economics in its series Working papers with number 96-27.

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Length: 14 pages
Date of creation: 1996
Date of revision:
Handle: RePEc:mit:worpap:96-27

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Postal: MASSACHUSETTS INSTITUTE OF TECHNOLOGY (MIT), DEPARTMENT OF ECONOMICS, 50 MEMORIAL DRIVE CAMBRIDGE MASSACHUSETTS 02142 USA
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Keywords: ECONOMETRIC MODELS;

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Find related papers by JEL classification:
C5 - Mathematical and Quantitative Methods - - Econometric Modeling
C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation and Testing

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  10. Joshua Angrist & Eric Bettinger & Michael Kremer, 2006. "Long-Term Educational Consequences of Secondary School Vouchers: Evidence from Administrative Records in Colombia," American Economic Review, American Economic Association, vol. 96(3), pages 847-862, June. [Downloadable!]
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  12. Martin Huber, 2009. "Treatment evaluation in the presence of sample selection," University of St. Gallen Department of Economics working paper series 2009 2009-07, Department of Economics, University of St. Gallen. [Downloadable!]
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  15. Mark Dusheiko & Hugh Gravelle & Stephen Campbell, . "Estimating and explaining differences in income related inequality in health across general practices," Discussion Papers 02/07, Department of Economics, University of York. [Downloadable!]
  16. Uwaifo, Ruth, 2006. "Africa's Education Enigma? The Nigerian story," 2006 Annual meeting, July 23-26, Long Beach, CA 21254, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
  17. Schady, Norbert & Araujo, Maria Caridad, 2006. "Cash transfers, conditions, school enrollment, and child work : evidence from a randomized experiment in Ecuador," Policy Research Working Paper Series 3930, The World Bank. [Downloadable!]
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