SEMIPARAMETRIC ESTIMATION OF CENSORED SELECTION MODELS WITH A NONPARAMETRIC SELECTION MECHANISM
SEMIPARAMETRIC ESTIMATION OF CENSORED SELECTION MODELS WITH A NONPARAMETRIC SELECTION MECHANISM
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DOI：
10.1016/0304-4076(93)90111-h
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发表时间：
1993-07-01
影响因子：
6.3
通讯作者：
POWELL, JL
中科院分区：
文献类型：
--
作者：
AHN, H;POWELL, JL
在本文中，在一个“单指标选择性偏差”模型的系数估计被认为是在假设下，选择校正函数取决于一些可观察的“选择”变量的条件均值。估计方法遵循一个熟悉的“两步”策略：第一步使用非参数回归估计的选择变量，而第二步使用加权工具变量估计的系数在方程的兴趣。本文给出了估计量是根-n-相合和渐近正态的条件。所提出的方法适用于劳动力供应的数据。
In this paper, estimation of the coefficients in a 'single-index selectivity bias' model is considered under the assumption that the selection correction function depends on the conditional mean of some observable 'selection' variable. The estimation method follows a familiar 'two-step' strategy: the first step uses a nonparametric regression estimator for the selection variable, while the second step uses a weighted instrumental variables estimator for the coefficients in the equation of interest. The paper gives conditions under which the proposed estimator is root-n-consistent and asymptotically normal. The proposed method is applied to data on labor supply.