Distribution Regression with Sample Selection and UK Wage Decomposition

Victor Chernozhukov, Iván Fernández-Val and Siyi Luo

Journal of Political Economy, 2025, vol. 133, issue 12, 3952 - 3992

Abstract: We develop a distribution regression model under endogenous sample selection. This model is a semiparametric generalization of the Heckman selection model, which accommodates much richer patterns of heterogeneity in the effect of covariates and selection process and allows for departures from Gaussian errors while maintaining the same level of tractability. The model applies to continuous, discrete, and mixed outcomes. We provide identification, estimation, and inference methods and apply them to obtain wage decompositions in the United Kingdom. Here we decompose the difference between the male and female wage distributions into composition, wage structure, selection structure, and selection sorting effects.

Date: 2025
References: Add references at CitEc
Citations:

Downloads: (external link)
http://dx.doi.org/10.1086/738148 (application/pdf)
http://dx.doi.org/10.1086/738148 (text/html)
Access to the online full text or PDF requires a subscription.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ucp:jpolec:doi:10.1086/738148

Access Statistics for this article

More articles in Journal of Political Economy from University of Chicago Press
Bibliographic data for series maintained by Journals Division ().