The Library
A unified approach to multilevel sample selection models
Tools
Ogundimu, Emmanuel O. and Hutton, Jane (2016) A unified approach to multilevel sample selection models. Communications in Statistics - Theory and Methods, 45 (9). pp. 2592-2611. doi:10.1080/03610926.2014.887108 ISSN 0361-0926.
Research output not available from this repository.
Request-a-Copy directly from author or use local Library Get it For Me service.
Official URL: http://dx.doi.org/10.1080/03610926.2014.887108
Abstract
We propose a unified approach for multilevel sample selection models using a generalized result on skew distributions arising from selection. If the underlying distributional assumption is normal, then the resulting density for the outcome is the continuous component of the sample selection density and has links with the closed skew-normal distribution (CSN). The CSN distribution provides a framework which simplifies the derivation of the conditional expectation of the observed data. This generalizes the Heckman’s two-step method to a multilevel sample selection model. Finite-sample performance of the maximum likelihood estimator of this model is studied through a Monte Carlo simulation.
Item Type: | Journal Article | ||||||||
---|---|---|---|---|---|---|---|---|---|
Divisions: | Faculty of Science, Engineering and Medicine > Science > Statistics | ||||||||
Journal or Publication Title: | Communications in Statistics - Theory and Methods | ||||||||
Publisher: | Routledge | ||||||||
ISSN: | 0361-0926 | ||||||||
Official Date: | 6 April 2016 | ||||||||
Dates: |
|
||||||||
Volume: | 45 | ||||||||
Number: | 9 | ||||||||
Page Range: | pp. 2592-2611 | ||||||||
DOI: | 10.1080/03610926.2014.887108 | ||||||||
Status: | Peer Reviewed | ||||||||
Publication Status: | Published | ||||||||
Access rights to Published version: | Restricted or Subscription Access |
Request changes or add full text files to a record
Repository staff actions (login required)
View Item |