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Title: The Common Structure of Statistical Models of Truncation, Sample Selection and Limited Dependent Variables and a Simple Estimator for Such Models
Resulting in 1 citation.
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Heckman, James J. |
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The Common Structure of Statistical Models of Truncation, Sample Selection and Limited Dependent Variables and a Simple Estimator for Such Models Annals of Economic and Social Measurement 5 (Fall 1976): 475-492. Also: http://www.nber.org/chapters/c10491.pdf Cohort(s): Mature Women Publisher: National Bureau of Economic Research (NBER) Keyword(s): Modeling, OLS; Modeling, Probit; Research Methodology; Sample Selection This study analyzes the bias that arises from sample selection, truncation and limited dependent variables within the familiar specification error framework of Griliches and Theil. The author discusses a simple estimator for censored samples to reestimate female labor supply, wages and labor force participation. In an empirical example, the estimator yields estimates close to the maximum likelihood estimates.
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Bibliography Citation
Heckman, James J. "The Common Structure of Statistical Models of Truncation, Sample Selection and Limited Dependent Variables and a Simple Estimator for Such Models." Annals of Economic and Social Measurement 5 (Fall 1976): 475-492.
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