Sample selection bias as a specification error

James Heckman

Applied Econometrics, 2013, vol. 31, issue 3, 129-137

Abstract: Sample selection bias as a specification error This paper discusses the bias that results from using non-randomly selected samples to estimate behavioral relationships as an ordinary specification error or «omitted variables» bias. A simple consistent two stage estimator is considered that enables analysts to utilize simple regression methods to estimate behavioral functions by least squares methods. The asymptotic distribution of the estimator is derived.

Keywords: sample selection bias; specification error (search for similar items in EconPapers)
JEL-codes: C01 C13 C24 (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (13)

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Journal Article: Sample Selection Bias as a Specification Error (1979)
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