关于内生抽样下混合模型估计的一个注记

A note on the estimation of mixture models under endogenous sampling

Econometrics Journal · 2003
被引 11
ABS 3

中文导读

指出,在内生抽样下估计混合模型时,不可观测变量的分布应在实际总体还是抽样构造的虚拟总体中设定,取决于研究的目标总体,并通过简单应用说明正确选择的重要性。

Abstract

The main purpose of this paper is to highlight that, in the estimation of mixture models under endogenous sampling, the distribution of the unobservables can be specified either in the actual population or in the artificial population induced by the sampling method. Which of the two approaches is correct depends crucially on the population of interest. The importance of making the correct decision is illustrated with a simple application. Copyright Royal Economic Society, 2003

计量经济学统计学经济学抽样方法混合模型