Semiparametric Estimation of a Censored Regression Model Subject to Nonparametric Sample Selection
提出一种无需排除限制条件的半参数估计方法，用于处理非参数样本选择下的删失回归模型，通过蒙特卡洛模拟验证其优于参数极大似然估计，并应用于女性吸烟行为分析。
This study proposes a semiparametric estimation method for a censored regression model subject to nonparametric sample selection without the exclusion restriction. Consistency and asymptotic normality of the proposed estimator are established under mild regularity conditions. A Monte Carlo simulation study indicates that the estimator performs well in various designs and outperforms parametric maximum likelihood estimators. An empirical application to female smoking is provided to illustrate the usefulness of the estimator.