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When does Heckman’s two-step procedure for censored data work and when does it not?

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  • Robert Jonsson

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  • Robert Jonsson, 2012. "When does Heckman’s two-step procedure for censored data work and when does it not?," Statistical Papers, Springer, vol. 53(1), pages 33-49, February.
    • Handle: RePEc:spr:stpapr:v:53:y:2012:i:1:p:33-49
    DOI: 10.1007/s00362-010-0306-9
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    References listed on IDEAS

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    1. Patrick Puhani, 2000. "The Heckman Correction for Sample Selection and Its Critique," Journal of Economic Surveys, Wiley Blackwell, vol. 14(1), pages 53-68, February.
    2. Nelson, Forrest D., 1984. "Efficiency of the two-step estimator for models with endogenous sample selection," Journal of Econometrics, Elsevier, vol. 24(1-2), pages 181-196.
    3. James J. Heckman, 1976. "The Common Structure of Statistical Models of Truncation, Sample Selection and Limited Dependent Variables and a Simple Estimator for Such Models," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 5, number 4, pages 475-492, National Bureau of Economic Research, Inc.
    4. Rosett, Richard N & Nelson, Forrest D, 1975. "Estimation of the Two-Limit Probit Regression Model," Econometrica, Econometric Society, vol. 43(1), pages 141-146, January.
    5. Yuzo Honda, 1985. "Testing the Error Components Model with Non-Normal Disturbances," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 52(4), pages 681-690.
    6. Paarsch, Harry J., 1984. "A Monte Carlo comparison of estimators for censored regression models," Journal of Econometrics, Elsevier, vol. 24(1-2), pages 197-213.
    7. Lennart Flood & Urban Gråsjo, 2001. "A Monte Carlo simulation study of Tobit models," Applied Economics Letters, Taylor & Francis Journals, vol. 8(9), pages 581-584.
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    Cited by:

    1. Freytag , Andreas & Pettersson, Jonatan & Schmied, Julian, 2016. "Debt Relief and Good Governance: New Evidence," VfS Annual Conference 2016 (Augsburg): Demographic Change 145914, Verein für Socialpolitik / German Economic Association.
    2. Minna Genbäck & Elena Stanghellini & Xavier Luna, 2015. "Uncertainty intervals for regression parameters with non-ignorable missingness in the outcome," Statistical Papers, Springer, vol. 56(3), pages 829-847, August.
    3. P. Čížek & S. Sadikoglu, 2018. "Bias-corrected quantile regression estimation of censored regression models," Statistical Papers, Springer, vol. 59(1), pages 215-247, March.

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    Keywords

    Panel data; Censoring; Bias;
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