Estimation for the general sample selection models

Wang, You-Gan & Yin, Ming (1997) Estimation for the general sample selection models. Australian Journal of Statistics, 39(1), pp. 17-24.

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Consider a general regression model with an arbitrary and unknown link function and a stochastic selection variable that determines whether the outcome variable is observable or missing. The paper proposes U-statistics that are based on kernel functions as estimators for the directions of the parameter vectors in the link function and the selection equation, and shows that these estimators are consistent and asymptotically normal.

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ID Code: 90487
Item Type: Journal Article
Refereed: Yes
Keywords: general regression model, kernel functions, selection equation, U-statistics, regression
DOI: 10.1111/j.1467-842X.1997.tb00519.x
ISSN: 0004-9581
Divisions: Current > Schools > School of Mathematical Sciences
Current > QUT Faculties and Divisions > Science & Engineering Faculty
Deposited On: 18 Nov 2015 05:02
Last Modified: 18 Nov 2015 05:02

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