Sample selection bias as a specification error

@article{Heckman1979SampleSB,
  title={Sample selection bias as a specification error},
  author={James J. Heckman},
  journal={Applied Econometrics},
  year={1979},
  volume={31},
  pages={129-137}
}
  • J. Heckman
  • Published 1979
  • Business
  • Applied Econometrics
Sample selection bias as a specification error This paper discusses the bias that results from using non-randomly selected samples to estimate behavioral relationships as an ordinary specification error or «omitted variables» bias. A simple consistent two stage estimator is considered that enables analysts to utilize simple regression methods to estimate behavioral functions by least squares methods. The asymptotic distribution of the estimator is derived. 
Estimating Models with Sample Selection Bias: A Survey
This paper surveys the available methods for estimating models with sample selection bias. I initially examine the fully parameterized model proposed by Heckman (1979) before investigating departures
Testing for Sample Selection Bias
A simple regression test of the null hypothesis of no sample selection bias has been suggested by J. J. Heckman. Because of its computational simplicity, this test is widely used by applied
Estimation of sample selection bias models
Econometric models with sample selection biases are widely used in various fields of economics, such as labor economics. The Maximum Likelihood Estimator (MLE) is seldom used to estimate models
Generalized sample selection bias correction under RUM
Exclusion Bias in Sample-Selection Model Estimators
Exclusion restrictions are routinely used in sample-selection models with "selection" and "outcome" equations. A false restriction, however, can cause an "exclusion bias" for the outcome equation
Finite sample behavior of two step estimators in selection models.
TLDR
This paper investigates theoretically and by simulations both bias and finite sample distribution of these estimators when ignoring heteroskedasticity in the sample selection mechanism.
Multiplicative-error models with sample selection
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In this paper, I present a simple characterization of the sample selection bias problem that is also applicable to the conceptually distinct econometric problems that arise from truncated samples and
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The usual first step in the estimation and testing procedures of economic relationships is the formulation of a “maintained hypothesis”. As is well-known1, this amounts to a specification of the
Dummy Endogenous Variables in a Simultaneous Equation System
This paper considers the formulation and estimation of simultaneous equation models with both discrete and continuous endogenous variables. The statistical model proposed here is sufficiently rich to
Comments on Selectivity Biases in Wage Comparisons
  • H. Lewis
  • Economics
    Journal of Political Economy
  • 1974
These comments on selectivity biases in wage comparisons stem from Gronau's paper on the subject in this issue of the Journal and assume that the reader is familiar with his paper. Consider a group
Wage Comparisons--A Selectivity Bias
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  • Economics
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  • 1974
The economics of information have been established by now as an integral part of economic analysis. However, surprisingly little has been written on the implications of search (and in particular, job