A Small-Sample Estimator for the Sample-Selection Model
A semiparametric estimator for evaluating the parameters of data generated under a sample selection process is developed. This estimator is based on the generalized maximum entropy estimator and performs well for small and ill-posed samples. Theoretical and sampling comparisons with parametric and semiparametric estimators are given. This method and standard ones are applied to three small-sample empirical applications of the wage-participation model for female teenage heads of households, immigrants, and Native Americans.
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Volume (Year): 23 (2004)
Issue (Month): 1 ()
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- Leung, Siu Fai & Yu, Shihti, 1996.
"On the choice between sample selection and two-part models,"
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