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.
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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|Item Type:||Journal Article|
|Keywords:||general regression model, kernel functions, selection equation, U-statistics, regression|
|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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