Some Approaches to the Correction of Selectivity Bias
提出无需多元正态分布假设的计量选择性模型设定方法,推导出回归方程中纠正选择性偏差的灵活函数形式,并给出简单的两阶段估计和检验程序。
This article addresses the issue of specification of econometric selectivity models and suggests approaches for the correction of selectivity bias. Our approaches provide ways to specify selectivity models without the assumption of multinormal distribution. Some flexible function forms for the correction of selectivity bias in the regression equation are derived. All the models considered can be estimated by simple consistent two stage methods. Our approaches provide simple procedures for the testing of selectivity bias without imposing restrictive distributional assumptions and also tests for the normality assumption.