IDEAS home Printed from https://ideas.repec.org/p/boc/econ24/07.html
   My bibliography  Save this paper

Heteroskedasticity and heterogeneity in sample-selection models

Author

Listed:
  • Alyssa Carlson

    (University of Missouri-Columbia)

Abstract

This presentation provides a practical guide for Stata users on the consequences of heteroskedasticity and heterogeneity in sample-selection models and estimators. First, we review the consequences of heteroskedasticity in the outcome equation, highlighting when standard sample-selection estimators are and are not consistent and how to obtain valid inference using the gtsheckman command. Given the strong implications of heteroskedasticity, we propose three tests to determine if and what type of heteroskedasticity is present. Next we consider the case of heteroskedasticity in both the outcome and sample-selection equation, again utilizing the gtsheckman command to implement a general control function approach. Finally, we extend to the panel-data se

Suggested Citation

  • Alyssa Carlson, 2024. "Heteroskedasticity and heterogeneity in sample-selection models," Economics Virtual Symposium 2024 07, Stata Users Group.
    • Handle: RePEc:boc:econ24:07
    as

    Download full text from publisher

    File URL: http://repec.org/econ2024/Econ24_Carlson.pdf
    File Function: presentation materials
    Download Restriction: no
    ---><---

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:boc:econ24:07. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Christopher F Baum (email available below). General contact details of provider: https://edirc.repec.org/data/stataea.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.