Collinearity and Two-Step Estimation of Sample Selection Models: Problems, Origins, and Remedies
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- Leung, S.F. & Yu, S., 1996. "Collinearity and Two-Step Estimation of Sample Selection Models: Problems, Origins and Remedies," RCER Working Papers 419, University of Rochester - Center for Economic Research (RCER).
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More about this item
Keywordssample selection; Heckman's two-step method; collinearity problem; remedy; Monte Carlo experiment; wage equation;
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C24 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Truncated and Censored Models; Switching Regression Models; Threshold Regression Models
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