Sample selection models for discrete and other non-Gaussian response variables
Consider observation of a phenomenon of interest subject to selective sampling due to a censoring mechanism regulated by some other variable. In this context, an extensive literature exists linked to the so-called Heckman selection model. A great deal of this work has been developed under Gaussian a...
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| Veröffentlicht in: | Statistical methods & applications 2019-03, Vol.28 (1), p.27-56 |
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| creator | Azzalini, Adelchi Kim, Hyoung-Moon Kim, Hea-Jung |
| description | Consider observation of a phenomenon of interest subject to selective sampling due to a censoring mechanism regulated by some other variable. In this context, an extensive literature exists linked to the so-called Heckman selection model. A great deal of this work has been developed under Gaussian assumption of the underlying probability distributions; considerably less work has dealt with other distributions. We examine a general construction which encompasses a variety of distributions and allows various options of the selection mechanism, focusing especially on the case of discrete response. Inferential methods based on the pertaining likelihood function are developed. |
| doi_str_mv | 10.1007/s10260-018-0427-1 |
| format | Article |
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| subjects | Bias Chemistry and Earth Sciences Computer Science Economics Expected values Finance Health Sciences Humanities Insurance Law Management Mathematics and Statistics Medicine Normal distribution Original Paper Physics Statistical Theory and Methods Statistics Statistics for Business Statistics for Engineering Statistics for Life Sciences Statistics for Social Sciences Variables Wages & salaries |
| title | Sample selection models for discrete and other non-Gaussian response variables |
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