Helton Saulo, Roberto Vila, Shayane S. Cordeiro
arXiv 21 Jun 2022 · Statistics — Methodology · 1 citations (OpenAlex)
arXiv:2206.10054 · PDF · DOI · OpenAlex · Extracted main text
The sample selection bias problem arises when a variable of interest is correlated with a latent variable, and involves situations in which the response variable had part of its observations censored. Heckman (1976) proposed a sample selection model based on the bivariate normal distribution that fits both the variable of interest and the latent variable. Recently, this assumption of normality has been relaxed by more flexible models such as the Student-t distribution (Marchenko and Genton, 2012; Lachos et al., 2021). The aim of this work is to propose generalized Heckman sample selection models based on symmetric distributions (Fang et al., 1990). This is a new class of sample selection models, in which variables are added to the dispersion and correlation parameters. A Monte Carlo simulation study is performed to assess the behavior of the parameter estimation method. Two real data sets are analyzed to illustrate the proposed approach.
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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, J. J (1976) The common structure of statistical models of truncation, sample selection and limited dependent variables and a simple estimato… | 1.000 | 5 | 4 | 100% |
| 2 | Bastos, F. S., Barreto-Souza, W., and Genton, M. G (2021) A generalized heckman model with varying sample election bias and dispersion parameters | 0.928 | 4 | 4 | 100% |
| 3 | Marchenko, Y. V. and Genton, M. G (2012) A heckman selection-t model | 0.928 | 4 | 3 | 100% |
| 4 | Fang, K. T., Kotz, S., and Ng, K. W (1990) Symmetric Multivariate and Related Distributions | 0.843 | 3 | 3 | 100% |
| 5 | Lachos, V. H., Prates, M. O., and Dey, D. K (2021) Heckman selection-t model: Parameter estimation via the em-algorithm | 0.644 | 2 | 2 | 100% |
| 6 | Abdous, B., F. A.-L. G. K (2005) Extreme behaviour for bivariate elliptical distributions | 0.405 | 1 | 1 | 100% |
| 7 | Balakrishnan, N. and Lai, C. D (2009) Continuous Bivariate Distributions | 0.405 | 1 | 1 | 100% |
| 8 | Ding, P (2014) Bayesian robust inference of sample selection using selection-t models | 0.405 | 1 | 1 | 100% |
| 9 | Manning, W., Duan, N., and Rogers, W (1987) Monte carlo evidence on the choice between sample selection and two-part models | 0.405 | 1 | 1 | 100% |
| 10 | Nelson, F. D (1984) Eciency of the two-step estimator for models with endogenous sample selection | 0.405 | 1 | 1 | 100% |
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