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Asymptotic bias reduction for a conditional marginal effects estimator in sample selection models
[Zeitschriftenartikel]
Abstract In this paper we discuss the differences between the average
marginal effect and the marginal effect of the average individual in
sample selection models, estimated by the Heckman procedure. We show
that the bias that emerges as a consequence of interchanging the
measures, could be very significant,... mehr
In this paper we discuss the differences between the average
marginal effect and the marginal effect of the average individual in
sample selection models, estimated by the Heckman procedure. We show
that the bias that emerges as a consequence of interchanging the
measures, could be very significant, even in the limit. We suggest a
computationally cheap approximation method, which corrects the bias
to a large extent. We illustrate the implications of our method with
an empirical application of earnings assimilation and a small Monte
Carlo simulation.... weniger
Sprache Dokument
Englisch
Publikationsjahr
2008
Seitenangabe
S. 3101-3110
Zeitschriftentitel
Applied Economics, 40 (2008) 24
DOI
https://doi.org/10.1080/00036840600994096
Status
Postprint; begutachtet (peer reviewed)
Lizenz
PEER Licence Agreement (applicable only to documents from PEER project)