Anatomy of the Selection Problem

作者: Charles F. Manski

DOI: 10.2307/145818

关键词: Latent variable modelSampling processSelection (genetic algorithm)StatisticsRegressionMathematicsSimple (abstract algebra)

摘要: This article considers anew the problem of estimating a regression E(y|x) when realizations (y, x) are sampled randomly but y is observed selectively. The central issue failure sampling process to identify E(y|x). faced by researcher find correct prior restrictions which, combined with data, regression. Two kinds examined here. One, which has not been studied before, bound on support y. Such implies simple, useful other, received much attention, separability restriction derived from latent variable model.

参考文章(18)
Arthur S. Goldberger, ABNORMAL SELECTION BIAS Studies in Econometrics, Time Series, and Multivariate Statistics. pp. 67- 84 ,(1983) , 10.1016/B978-0-12-398750-1.50009-7
Edward E. Leamer, Steven Klepper, Consistent Sets of Estimates Research Papers in Economics. ,(1982)
Herman J. Bierens, Advances in Econometrics: Kernel estimators of regression functions Cambridge University Press. pp. 99- 144 ,(1987) , 10.1017/CCOL0521344301.003
Abbas Arabmazar, Peter Schmidt, An Investigation of the Robustness of the Tobit Estimator to Non-Normality Econometrica. ,vol. 50, pp. 1055- 1063 ,(1982) , 10.2307/1912776
Steven Klepper, Edward E. Leamer, Consistent Sets of Estimates for Regressions with Errors in All Variables Econometrica. ,vol. 52, pp. 163- 183 ,(1984) , 10.2307/1911466
Michael Hurd, Estimation in truncated samples when there is heteroscedasticity Journal of Econometrics. ,vol. 11, pp. 247- 258 ,(1979) , 10.1016/0304-4076(79)90039-3