Victor Chernozhukov, Iván Fernández-Val, Siyi Luo
arXiv 28 Nov 2018 · Econometrics · publishedJournal of Political Economy (2025) · 9 citations (OpenAlex)
arXiv:1811.11603 · PDF · DOI · OpenAlex · Extracted main text
We develop a distribution regression model under endogenous sample selection. This model is a semi-parametric generalization of the Heckman selection model. It accommodates much richer effects of the covariates on outcome distribution and patterns of heterogeneity in the selection process, and allows for drastic departures from the Gaussian error structure, while maintaining the same level tractability as the classical model. The model applies to continuous, discrete and mixed outcomes. We provide identification, estimation, and inference methods, and apply them to obtain wage decomposition for the UK. Here we decompose the difference between the male and female wage distributions into composition, wage structure, selection structure, and selection sorting effects. After controlling for endogenous employment selection, we still find substantial gender wage gap -- ranging from 21% to 40% throughout the (latent) offered wage distribution that is not explained by composition. We also uncover positive sorting for single men and negative sorting for married women that accounts for a substantive fraction of the gender wage gap at the top of the distribution.
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The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Heckman (1974) Shadow Prices, Market Wages, and Labor Supply | 0.874 | 5 | 2 | 100% |
| 2 | Balke and Pearl (1994) Counterfactual probabilities: Computational methods, bounds and applications | 0.843 | 4 | 3 | 75% |
| 3 | Mulligan and Rubinstein (2008) Selection, Investment, and Women's Relative Wages Over Time | 0.843 | 3 | 3 | 100% |
| 4 | Arellano and Bonhomme (2017) Quantile Selection Models With an Application to Understanding Changes in Wage Inequality | 0.737 | 3 | 2 | 100% |
| 5 | Manski (1994) The selection problem | 0.737 | 3 | 2 | 100% |
| 6 | Blundell, Gosling, Ichimura, and Meghir (2007) Changes in the Distribution of Male and Female Wages Accounting for Employment Composition Using Bounds | 0.693 | 6 | 1 | 100% |
| 7 | Blundell, Reed, and Stoker (2003) Interpreting Aggregate Wage Growth: The Role of Labor Market Participation | 0.644 | 4 | 1 | 100% |
| 8 | Foresi and Peracchi (1995) The Conditional Distribution of Excess Returns: An Empirical Analysis | 0.644 | 2 | 2 | 100% |
| 9 | Heckman and Vytlacil (2001) Instrumental variables, selection models, and tight bounds on the average treatment effect | 0.644 | 2 | 2 | 100% |
| 10 | Manski (2003) Partial identification of probability distributions | 0.644 | 2 | 2 | 100% |
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