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On the Choice Between Sample Selection and Two-Part Models

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  • Leung, S.F.
  • Yu, S.

Abstract

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Bibliographic Info

Paper provided by University of Rochester - Center for Economic Research (RCER) in its series RCER Working Papers with number 337.

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Length: 47 pages
Date of creation: 1992
Date of revision:
Handle: RePEc:roc:rocher:337

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Postal: University of Rochester, Center for Economic Research, Department of Economics, Harkness 231 Rochester, New York 14627 U.S.A.

Related research

Keywords: econometrics ; economic models;

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References

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  1. Grossman, Michael & Joyce, Theodore J, 1990. "Unobservables, Pregnancy Resolutions, and Birth Weight Production Functions in New York City," Journal of Political Economy, University of Chicago Press, University of Chicago Press, vol. 98(5), pages 983-1007, October.
  2. Mroz, Thomas A, 1987. "The Sensitivity of an Empirical Model of Married Women's Hours of Work to Economic and Statistical Assumptions," Econometrica, Econometric Society, Econometric Society, vol. 55(4), pages 765-99, July.
  3. Manning, W. G. & Duan, N. & Rogers, W. H., 1987. "Monte Carlo evidence on the choice between sample selection and two-part models," Journal of Econometrics, Elsevier, Elsevier, vol. 35(1), pages 59-82, May.
  4. Duan, Naihua, et al, 1983. "A Comparison of Alternative Models for the Demand for Medical Care," Journal of Business & Economic Statistics, American Statistical Association, American Statistical Association, vol. 1(2), pages 115-26, April.
  5. Melino, Angelo, 1982. "Testing for Sample Selection Bias," Review of Economic Studies, Wiley Blackwell, Wiley Blackwell, vol. 49(1), pages 151-53, January.
  6. Leung, Siu Fai & Yu, Shihti, 1996. "On the choice between sample selection and two-part models," Journal of Econometrics, Elsevier, Elsevier, vol. 72(1-2), pages 197-229.
  7. Nawata, Kazumitsu, 1993. "A note on the estimation of models with sample-selection biases," Economics Letters, Elsevier, Elsevier, vol. 42(1), pages 15-24.
  8. 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, National Bureau of Economic Research, Inc, in: Annals of Economic and Social Measurement, Volume 5, number 4, pages 475-492 National Bureau of Economic Research, Inc.
  9. Duan, Naihua, et al, 1984. "Choosing between the Sample-Selection Model and the Multi-part Model," Journal of Business & Economic Statistics, American Statistical Association, American Statistical Association, vol. 2(3), pages 283-89, July.
  10. Powell, James L, 1986. "Symmetrically Trimmed Least Squares Estimation for Tobit Models," Econometrica, Econometric Society, Econometric Society, vol. 54(6), pages 1435-60, November.
  11. Cragg, John G, 1971. "Some Statistical Models for Limited Dependent Variables with Application to the Demand for Durable Goods," Econometrica, Econometric Society, Econometric Society, vol. 39(5), pages 829-44, September.
  12. Paarsch, Harry J., 1984. "A Monte Carlo comparison of estimators for censored regression models," Journal of Econometrics, Elsevier, Elsevier, vol. 24(1-2), pages 197-213.
  13. Heckman, James J, 1979. "Sample Selection Bias as a Specification Error," Econometrica, Econometric Society, Econometric Society, vol. 47(1), pages 153-61, January.
  14. Nelson, Forrest D., 1984. "Efficiency of the two-step estimator for models with endogenous sample selection," Journal of Econometrics, Elsevier, Elsevier, vol. 24(1-2), pages 181-196.
  15. Nawata, Kazumitsu, 1994. "Estimation of sample selection bias models by the maximum likelihood estimator and Heckman's two-step estimator," Economics Letters, Elsevier, Elsevier, vol. 45(1), pages 33-40, May.
  16. Newey, Whitney K & Powell, James L & Walker, James R, 1990. "Semiparametric Estimation of Selection Models: Some Empirical Results," American Economic Review, American Economic Association, American Economic Association, vol. 80(2), pages 324-28, May.
  17. Heckman, James J, 1990. "Varieties of Selection Bias," American Economic Review, American Economic Association, American Economic Association, vol. 80(2), pages 313-18, May.
  18. Ahn, Hyungtaik & Powell, James L., 1993. "Semiparametric estimation of censored selection models with a nonparametric selection mechanism," Journal of Econometrics, Elsevier, Elsevier, vol. 58(1-2), pages 3-29, July.
  19. McLaughlin, Kenneth J, 1991. "A Theory of Quits and Layoffs with Efficient Turnover," Journal of Political Economy, University of Chicago Press, University of Chicago Press, vol. 99(1), pages 1-29, February.
  20. Chamberlain, Gary, 1986. "Asymptotic efficiency in semi-parametric models with censoring," Journal of Econometrics, Elsevier, Elsevier, vol. 32(2), pages 189-218, July.
  21. Manning, Willard G. & Blumberg, Linda & Moulton, Lawrence H., 1995. "The demand for alcohol: The differential response to price," Journal of Health Economics, Elsevier, Elsevier, vol. 14(2), pages 123-148, June.
  22. Peters, Simon & Smith, Richard J., 1991. "Distributional specification tests against semiparametric alternatives," Journal of Econometrics, Elsevier, Elsevier, vol. 47(1), pages 175-194, January.
  23. Dudley, Leonard & Montmarquette, Claude, 1976. "A Model of the Supply of Bilateral Foreign Aid," American Economic Review, American Economic Association, American Economic Association, vol. 66(1), pages 132-42, March.
  24. Hay, Joel W & Olsen, Randall J, 1984. "Let Them Eat Cake: A Note on Comparing Alternative Models of the Demand for Medical Care," Journal of Business & Economic Statistics, American Statistical Association, American Statistical Association, vol. 2(3), pages 279-82, July.
  25. Hay, Joel W & Leu, Robert & Rohrer, Paul, 1987. "Ordinary Least Squares and Sample-Selection Models of Health-Care Demand," Journal of Business & Economic Statistics, American Statistical Association, American Statistical Association, vol. 5(4), pages 499-506, October.
  26. Van de Ven, Wynand P. M. M. & Van Praag, Bernard M. S., 1981. "The demand for deductibles in private health insurance : A probit model with sample selection," Journal of Econometrics, Elsevier, Elsevier, vol. 17(2), pages 229-252, November.
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