Arbeitspapier
Nonseparable sample selection models with censored selection rules
We consider identification and estimation of nonseparable sample selection models with censored selection rules. We employ a control function approach and discuss different objects of interest based on (1) local effects conditional on the control function, and (2) global effects obtained from integration over ranges of values of the control function. We provide conditions under which these objects are appropriate for the total population. We also present results regarding the estimation of counterfactual distributions. We derive conditions for identification for these different objects and suggest strategies for estimation. We also provide the associated asymptotic theory. These strategies are illustrated in an empirical investigation of the determinants of female wages and wage growth in the United Kingdom.
- Language
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Englisch
- Bibliographic citation
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Series: cemmap working paper ; No. CWP10/18
- Classification
-
Wirtschaft
Semiparametric and Nonparametric Methods: General
Single Equation Models; Single Variables: Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions
Single Equation Models; Single Variables: Truncated and Censored Models; Switching Regression Models; Threshold Regression Models
- Subject
-
Sample selection
nonseparable models
control function
quantile and distribution regression
Nichtparametrisches Verfahren
Stichprobenerhebung
Theorie
Fraueneinkommen
Bildungsertrag
Regressionsanalyse
Großbritannien
- Event
-
Geistige Schöpfung
- (who)
-
Fernández-Val, Iván
van Vuuren, Aico
Vella, Francis
- Event
-
Veröffentlichung
- (who)
-
Centre for Microdata Methods and Practice (cemmap)
- (where)
-
London
- (when)
-
2018
- DOI
-
doi:10.1920/wp.cem.2018.1018
- Handle
- Last update
-
10.03.2025, 11:44 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Fernández-Val, Iván
- van Vuuren, Aico
- Vella, Francis
- Centre for Microdata Methods and Practice (cemmap)
Time of origin
- 2018
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Consistent Estimation of Panel Data Sample Selection Models
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Sample selection bias with multiple dependent selection rules: An application to survey data analysis with multilevel nonresponse
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