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Simple Tests for Sample Selection Bias in Censored and Discrete Choice Models


  • Vella, F


This paper presents two simple tests of sample selection bias for models where the primary equation of interest has a censored or discrete dependent variable. The first test is derived as a conditional moment test and can be a regression-based framework. The second test is an extension of the testing procedures proposed by Heckman (1979) and Vella (1993) and is a "t"-test on a constructed variable in an auxiliary equation. The utility of the tests is illustrated in a model determining the receipt of work conditioned nonwage labour income over a subsample of working women. Copyright 1992 by John Wiley & Sons, Ltd.

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  • Vella, F, 1992. "Simple Tests for Sample Selection Bias in Censored and Discrete Choice Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 7(4), pages 413-421, Oct.-Dec..
  • Handle: RePEc:jae:japmet:v:7:y:1992:i:4:p:413-21

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    References listed on IDEAS

    1. Daniel S. Hamermesh, 1991. "The Appointment-Book Problem and Commitment, With Applications to Refereeing and Medicine," NBER Working Papers 3928, National Bureau of Economic Research, Inc.
    2. Hall, A. D., 1990. "Worldwide Rankings of Research Activity in Econometrics: An Update: 1980–1988," Econometric Theory, Cambridge University Press, vol. 6(01), pages 1-16, March.
    3. Yohe, Gary W, 1980. "Current Publication Lags in Economics Journals," Journal of Economic Literature, American Economic Association, vol. 18(3), pages 1050-1055, September.
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    Cited by:

    1. Seung-Hoon Yoo & Hee-Jong Yang, 2001. "Application of Sample Selection Model to Double-Bounded Dichotomous Choice Contingent Valuation Studies," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 20(2), pages 147-163, October.
    2. Marc Blatter & Samuel Muehlemann & Samuel Schenker & Stefan C. Wolter, 2016. "Hiring costs for skilled workers and the supply of firm-provided training," Oxford Economic Papers, Oxford University Press, vol. 68(1), pages 238-257.
    3. Vella, F. & Verbeek, M., 1993. "Estmating and Interpreting Models with Endogenous Treatment Effects: The Relationship between Competing Estimators of the Union Impact on Wages," Papers 9351, Tilburg - Center for Economic Research.
    4. Janice Compton & Robert A. Pollak, 2007. "Why Are Power Couples Increasingly Concentrated in Large Metropolitan Areas?," Journal of Labor Economics, University of Chicago Press, vol. 25, pages 475-512.
    5. Gary V. Engelhardt & Anil Kumar, 2007. "Employer Matching and 401(k) Saving: Evidence from the Health and Retirement Study," NBER Chapters,in: Public Policy and Retirement, Trans-Atlantic Public Economics Seminar (TAPES), pages 1920-1943 National Bureau of Economic Research, Inc.
    6. David M. Zimmer, 2015. "Employment Effects Of Health Shocks: The Role Of Fringe Benefits," Bulletin of Economic Research, Wiley Blackwell, vol. 67(4), pages 346-358, October.
    7. Co, Catherine Y., 1997. "Japanese FDI into the U.S. automobile industry: An empirical investigation," Japan and the World Economy, Elsevier, vol. 9(1), pages 93-108, March.
    8. Mikhail Zhelonkin & Marc G. Genton & Elvezio Ronchetti, 2016. "Robust inference in sample selection models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 78(4), pages 805-827, September.
    9. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, number 8355.
    10. Wooldridge, Jeffrey M., 1995. "Selection corrections for panel data models under conditional mean independence assumptions," Journal of Econometrics, Elsevier, vol. 68(1), pages 115-132, July.
    11. Aurora Galego & João Pereira, 2010. "Evidence On Gender Wage Discrimination In Portugal: Parametric And Semi‐Parametric Approaches," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 56(4), pages 651-666, December.
    12. Fabio Bertoni & Annalisa Croce & Diego D'Adda, 2009. "Venture capital investments and patenting activity of high-tech start-ups: a micro-econometric firm-level analysis," Venture Capital, Taylor & Francis Journals, vol. 12(4), pages 307-326, November.
    13. Walton, Jonathan C. & Lambert, Dayton M. & Roberts, Roland K. & Larson, James A. & English, Burton C. & Larkin, Sherry L. & Martin, Steven W. & Marra, Michele C. & Paxton, Kenneth W. & Reeves, Jeanne , 2008. "Adoption and Abandonment of Precision Soil Sampling in Cotton Production," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 33(3), December.
    14. 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.
    15. William Fonta & Hyacinth Ichoku & Kanayo Ogujiuba, 2010. "Estimating willingness to pay with the stochastic payment card design: further evidence from rural Cameroon," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 12(2), pages 179-193, April.
    16. E. Santarelli & H. T. Tran, 2013. "Diversification Strategies and Firm Performance: A Sample Selection Approach," Working Papers wp896, Dipartimento Scienze Economiche, Universita' di Bologna.
    17. Klein, Klemens & Albers, Sascha & Allroggen, Florian & Malina, Robert, 2015. "Serving vs. settling: What drives the establishment of low-cost carriers’ foreign bases?," Transportation Research Part A: Policy and Practice, Elsevier, vol. 79(C), pages 17-30.
    18. Walton, Jonathan C. & Larson, James A. & Roberts, Roland K. & Lambert, Dayton M. & English, Burton C. & Larkin, Sherry L. & Marra, Michele C., 2008. "PDA and Handheld GPS Adoption in Precision Cotton Production," 2008 Annual Meeting, February 2-6, 2008, Dallas, Texas 6839, Southern Agricultural Economics Association.
    19. Bown, Chad P., 2004. "Trade disputes and the implementation of protection under the GATT: an empirical assessment," Journal of International Economics, Elsevier, vol. 62(2), pages 263-294, March.
    20. Engelhardt, Gary V. & Kumar, Anil, 2009. "The elasticity of intertemporal substitution: New evidence from 401(k) participation," Economics Letters, Elsevier, vol. 103(1), pages 15-17, April.
    21. Ou Yang & Peter Sivey & Andrea M. de Silva & Anthony Scott, 2016. "Preschool Children’s Demand for Sugar Sweetened Beverages: Evidence from Stated-Preference Panel Data," Melbourne Institute Working Paper Series wp2016n25, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
    22. Booth, Alison L. & Coles, Melvyn, 2005. "Increasing Returns to Education and the Skills Under-Investment Trap," IZA Discussion Papers 1657, Institute for the Study of Labor (IZA).
    23. Engelhardt, Gary V. & Kumar, Anil, 2005. "Social security personal-account participation with government matching," Journal of Pension Economics and Finance, Cambridge University Press, vol. 4(02), pages 155-179, July.

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