This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Marginal Effects and Significance Testing with Heckman’s Sample Selection Model: A Methodological Note

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Colin Vance ()

Additional information is available for the following registered author(s):

Abstract

This paper illustrates two techniques for calculating the statistical significance of the marginal effects derived from Heckman’s sample selection model,an increasingly common econometric specification in political science. The discussion draws on an analysis by Sweeney (2003) of the incidence and intensity of interstate disputes. After replicating his results, the paper presents the delta method and the nonparametric bootstrap as alternative techniques for obtaining standard errors of the marginal effects, which themselves are calculated from a transformation of the model parameters.The analysis reveals two variables for which misleading inferences are drawn with respect to the precision of the estimated coefficients in the original study, suggesting that significance testing of the derived marginal effects is warranted.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help file. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://repec.rwi-essen.de/files/DP_06_039.pdf
Our checks indicate that this address may not be valid because: 500 Can't connect to repec.rwi-essen.de:80 (connect: Unknown error). If this is indeed the case, please notify (Sabine Weiler)
File Format: application/pdf
File Function:
Download Restriction: no

Publisher Info
Paper provided by Rheinisch-Westfälisches Institut für Wirtschaftsforschung in its series RWI Discussion Papers with number 0039.

Download reference. The following formats are available: HTML, plain text, BibTeX, RIS (EndNote), ReDIF
Length: 14 pages
Date of creation: Apr 2006
Date of revision:
Handle: RePEc:rwi:dpaper:0039

Contact details of provider:
Postal: Hohenzollernstra�e 1-3, 45128 Essen
Phone: (0201)8149-0
Fax: (0201)8149-200
Email:
Web page: http://www.rwi-essen.de/
More information through EDIRC

Order Information:
Web: http://www.rwi-essen.de/servlet/page?_pageid=594&_dad=portal30&_schema=PORTAL30

For technical questions regarding this item, or to correct its listing, contact: (Sabine Weiler).

Related research
Keywords: Heckman model statistical significance delta method nonparametric bootstrap dispute severity

Other versions of this item:

Find related papers by JEL classification:
C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Hypothesis Testing
C34 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Truncated and Censored Models

References listed on IDEAS
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.:

  1. Heckman, James J, 1979. "Sample Selection Bias as a Specification Error," Econometrica, Econometric Society, vol. 47(1), pages 153-61, January. [Downloadable!] (restricted)
  2. Papke, Leslie E. & Wooldridge, Jeffrey M., 2005. "A computational trick for delta-method standard errors," Economics Letters, Elsevier, vol. 86(3), pages 413-417, March. [Downloadable!] (restricted)
  3. Atanu Saha & Oral Capps & Patrick J. Byrne, 1997. "Calculating marginal effects in models for zero expenditures in household budgets using a Heckman-type correction," Applied Economics, Taylor and Francis Journals, vol. 29(10), pages 1311-1316, October. [Downloadable!] (restricted)
  4. Saha, Atanu & Capps, Oral, Jr & Byrne, Patrick J, 1997. "Calculating Marginal Effects in Models for Zero Expenditures in Household Budgets Using a Heckman-Type Correction," Applied Economics, Taylor and Francis Journals, vol. 29(10), pages 1311-16, October. [Downloadable!] (restricted)
  5. Rodolfo Hoffmann & Ana Lúcia Kassouf, 2005. "Deriving conditional and unconditional marginal effects in log earnings equations estimated by Heckman's procedure," Applied Economics, Taylor and Francis Journals, vol. 37(11), pages 1303-1311, June. [Downloadable!] (restricted)
Full references

Cited by:
(explanations, 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.)

  1. Colin Vance & Ralf Hedel, 2006. "On the Link between Urban Form and Automobile Use - Evidence from German Survey Data," RWI Discussion Papers 0048, Rheinisch-Westfälisches Institut für Wirtschaftsforschung. [Downloadable!]
Statistics
Access and download statistics

Did you know? You can use convenient plug-ins to search directly IDEAS from your browser.

This page was last updated on 2008-9-17.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.