Estimation for the general sample selection models


Autoria(s): Wang, You-Gan; Yin, Ming
Data(s)

01/03/1997

Resumo

Consider a general regression model with an arbitrary and unknown link function and a stochastic selection variable that determines whether the outcome variable is observable or missing. The paper proposes U-statistics that are based on kernel functions as estimators for the directions of the parameter vectors in the link function and the selection equation, and shows that these estimators are consistent and asymptotically normal.

Identificador

http://eprints.qut.edu.au/90487/

Publicador

Wiley-Blackwell Publishing Asia

Relação

DOI:10.1111/j.1467-842X.1997.tb00519.x

Wang, You-Gan & Yin, Ming (1997) Estimation for the general sample selection models. Australian Journal of Statistics, 39(1), pp. 17-24.

Fonte

School of Mathematical Sciences; Science & Engineering Faculty

Palavras-Chave #general regression model #kernel functions #selection equation #U-statistics #regression
Tipo

Journal Article