Sample Selection Bias As a Specification Error (with an Application to the Estimation of Labor Supply Functions)
AbstractIn this paper, I present a simple characterization of the sample selection bias problem that is also applicable to the conceptually distinct econometric problems that arise from truncated samples and from models with limited dependent variables. The problem of sample selection bias is fit within the conventional specification error framework of Griliches and Theil. A simple estimator is discussed that enables analysts to utilize ordinary regression methods to estimate models free of selection bias. The techniques discussed here are applied to re-estimate and test a model of female labor supply developed by the author. (1974). This paper is in three parts. In the first section, selection bias is presented within the specification error framework. In this section, general distributional assumptions are maintained. In section two, specific results are presented for the case of normal regression disturbances. Simple estimators are proposed and discussed. In the third section, empirical results are presented.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoPaper provided by National Bureau of Economic Research, Inc in its series NBER Working Papers with number 0172.
Date of creation: Mar 1977
Date of revision:
Publication status: published as Heckman, James J. "Sample Bias As A Specification Error," Econometrica, 1979, v47(1), 153-162.
Contact details of provider:
Postal: National Bureau of Economic Research, 1050 Massachusetts Avenue Cambridge, MA 02138, U.S.A.
Web page: http://www.nber.org
More information through EDIRC
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Lewis, H Gregg, 1974. "Comments on Selectivity Biases in Wage Comparisons," Journal of Political Economy, University of Chicago Press, vol. 82(6), pages 1145-55, Nov.-Dec..
- Gronau, Reuben, 1973.
"The Effect of Children on the Housewife's Value of Time,"
Journal of Political Economy,
University of Chicago Press, vol. 81(2), pages S168-99, Part II, .
- Reuben Gronau, 1974. "The Effect of Children on the Housewife's Value of Time," NBER Chapters, in: Economics of the Family: Marriage, Children, and Human Capital, pages 457-490 National Bureau of Economic Research, Inc.
- Heckman, James J, 1974. "Shadow Prices, Market Wages, and Labor Supply," Econometrica, Econometric Society, vol. 42(4), pages 679-94, July.
- Cragg, John G, 1971. "Some Statistical Models for Limited Dependent Variables with Application to the Demand for Durable Goods," Econometrica, Econometric Society, vol. 39(5), pages 829-44, September.
- Becker, Gary S, 1974.
"A Theory of Marriage: Part II,"
Journal of Political Economy,
University of Chicago Press, vol. 82(2), pages S11-S26, Part II, .
- Rosen, Harvey S, 1976. "Taxes in a Labor Supply Model with Joint Wage-Hours Determination," Econometrica, Econometric Society, vol. 44(3), pages 485-507, May.
- Amemiya, Takeshi, 1974. "Multivariate Regression and Simultaneous Equation Models when the Dependent Variables Are Truncated Normal," Econometrica, Econometric Society, vol. 42(6), pages 999-1012, November.
- Heckman, James J, 1979.
"Sample Selection Bias as a Specification Error,"
Econometric Society, vol. 47(1), pages 153-61, January.
- Littell, Julia H., 1997. "Effects of the duration, intensity, and breadth of family preservation services: A new analysis of data from the illinois family first experiment," Children and Youth Services Review, Elsevier, vol. 19(1-2), pages 17-39.
- Borenstein, Severin & Netz, Janet, 1999. "Why do all the flights leave at 8 am?: Competition and departure-time differentiation in airline markets," International Journal of Industrial Organization, Elsevier, vol. 17(5), pages 611-640, July.
If references are entirely missing, you can add them using this form.