Testing for Sample Selection Bias
证明Heckman提出的样本选择偏差的简单回归检验等价于拉格朗日乘子检验，并推导出其大样本性质，对应用研究者判断该检验的可靠性有帮助。
A simple regression test of the null hypothesis of no sample selection bias has been suggested by J. J. Heckman. Because of its computational simplicity, this test is widely used by applied researchers. This paper shows that Heckman's test is equivalent to the Lagrange multiplier test of the null hypothesis. This allows us to readily deduce that the simple regression test also has desirable large sample properties.