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Collinearity and Two-Step Estimation of Sample Selection Models: Problems, Origins and Remedies

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Author Info

  • Leung, S.F.
  • Yu, S.

Abstract

This paper investigates the origins of the collinearity problems encountered in the two-step estimation method for sample selection models. The analysis reveals several critical misconceptions and deficiencies in the literature. Remedies to the collinearity problems are proposed and evaluated.

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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 419.

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Length: 29 pages
Date of creation: 1996
Date of revision:
Handle: RePEc:roc:rocher:419

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

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Keywords: ECONOMETRICS;

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Cited by:
  1. Tani, Massimiliano, 2012. "Does Immigration Policy Affect the Education-Occupation Mismatch? Evidence from Australia," IZA Discussion Papers 6937, Institute for the Study of Labor (IZA).
  2. 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.
  3. Erika Spissu & Abdul Pinjari & Ram Pendyala & Chandra Bhat, 2009. "A copula-based joint multinomial discrete–continuous model of vehicle type choice and miles of travel," Transportation, Springer, vol. 36(4), pages 403-422, July.
  4. Elisabetta Strazzera & Margarita Genius & Riccardo Scarpa & George Hutchinson, 2003. "The Effect of Protest Votes on the Estimates of WTP for Use Values of Recreational Sites," Environmental & Resource Economics, European Association of Environmental and Resource Economists, vol. 25(4), pages 461-476, August.
  5. Costanigro, Marco & Kroll, Stephan & Thilmany, Dawn D., 2012. "Local, Organic, Conventional— Asymmetric Effects of Information and Taste on Label Preferences in an Experimental Auction," 2012 AAEA/EAAE Food Environment Symposium, May 30-31, Boston, MA 123199, Agricultural and Applied Economics Association.
  6. Mahuteau, Stéphane & Piracha, Matloob & Tani, Massimiliano, 2010. "Selection Policy and Immigrants' Remittance Behaviour," IZA Discussion Papers 4874, Institute for the Study of Labor (IZA).
  7. Susanne Elsas, 2013. "Pooling and Sharing Income within Households: A Satisfaction Approach," SOEPpapers on Multidisciplinary Panel Data Research 587, DIW Berlin, The German Socio-Economic Panel (SOEP).
  8. 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.
  9. 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.
  10. Bhat, Chandra R. & Eluru, Naveen, 2009. "A copula-based approach to accommodate residential self-selection effects in travel behavior modeling," Transportation Research Part B: Methodological, Elsevier, vol. 43(7), pages 749-765, August.

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