Estimation for the general sample selection models
Data(s) |
01/03/1997
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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 | |
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 |