删失和离散选择模型中样本选择偏差的简单检验

Simple tests for sample selection bias in censored and discrete choice models

Journal of Applied Econometrics · 1992
被引 80
人大 AABS 3

中文导读

提出了两种简单的检验方法,用于检测主方程因变量为删失或离散的模型中的样本选择偏差,并通过工作女性非工资劳动收入的例子说明其用途。

Abstract

Abstract This paper presents two simple tests of sample selection bias for models where the primary equation of interest has a censored or discrete dependent variable. The first test is derived as a conditional moment test and can be implemented in a regression‐based framework. The second test is an extension of the testing procedures proposed by Heckman (1979) and Vella (1993) and is a t ‐test on a constructed variable in an auxiliary equation. The utility of the tests is illustrated in a model determining the receipt of work conditioned nonwage labour income over a subsample of working women.

样本选择偏差检验删失模型离散选择模型条件矩检验