Testing for Sample Selection Bias

Angelo Melino

The Review of Economic Studies, 1982, vol. 49, issue 1, 151-153

Abstract: A simple regression test of the null hypothesis of no sample selection bias has been suggested by J. J. Heckman. Because of its computational simplicity, this test is widely used by applied researchers. This paper shows that Heckman's test is equivalent to the Lagrange multiplier test of the null hypothesis. This allows us to readily deduce that the simple regression test also has desirable large sample properties.

Date: 1982
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Persistent link: https://EconPapers.repec.org/RePEc:oup:restud:v:49:y:1982:i:1:p:151-153.

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