Simple tests for sample selection bias in censored and discrete choice models | Zendy

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Simple tests for sample selection bias in censored and discrete choice models

Author(s) -

Vella F.

Publication year - 1992

Publication title -

journal of applied econometrics

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 2.878

H-Index - 99

eISSN - 1099-1255

pISSN - 0883-7252

DOI - 10.1002/jae.3950070407

Subject(s) - econometrics , simple (philosophy) , selection (genetic algorithm) , test (biology) , mathematics , statistics , receipt , extension (predicate logic) , selection bias , moment (physics) , variable (mathematics) , discrete choice , sample (material) , censored regression model , regression analysis , computer science , artificial intelligence , paleontology , mathematical analysis , philosophy , physics , chemistry , epistemology , classical mechanics , chromatography , world wide web , biology , programming language

This paper presents two simple tests of sample selection bias for models where the primary equation of interest has a censored or discrete dependent variable. The first test is derived as a conditional moment test and can be implemented in a regression‐based framework. The second test is an extension of the testing procedures proposed by Heckman (1979) and Vella (1993) and is a t ‐test on a constructed variable in an auxiliary equation. The utility of the tests is illustrated in a model determining the receipt of work conditioned nonwage labour income over a subsample of working women.

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