Semiparametric Estimation of a Sample Selection Model

Donald Andrews () and Marcia A. Schafgans
Additional contact information
Marcia A. Schafgans: London School of Economics

No 1119, Cowles Foundation Discussion Papers from Cowles Foundation for Research in Economics, Yale University

Abstract: This paper provides a consistent and asymptotically normal estimator for the intercept of a semiparametrically estimated sample selection model. The estimator uses a decreasingly small fraction of all observations as the sample size goes to infinity, as in Heckman (1990). In the semiparametrics literature, estimation of the intercept typically has been subsumed in the nonparametric sample selection bias correction term. The estimation of the intercept, however, is important from an economic perspective. For instance, it permits one to determine the "wage gap" between unionized and nonunionized workers, decompose the wage differential between different socioeconomic groups (e.g., male-female and black-white), and evaluate the net benefits of a social program.

Pages: 35 pages
Date: 1996-03
Note: CFP 965.
References: Add references at CitEc
Citations: View citations in EconPapers (3)

Published in Review of Economic Studies (1998), 65: 497-517

Downloads: (external link)
https://cowles.yale.edu/sites/default/files/files/pub/d11/d1119.pdf (application/pdf)
Our link check indicates that this URL is bad, the error code is: 404 Not Found

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:cwl:cwldpp:1119

Ordering information: This working paper can be ordered from
Cowles Foundation, Yale University, Box 208281, New Haven, CT 06520-8281 USA
The price is None.

Access Statistics for this paper

More papers in Cowles Foundation Discussion Papers from Cowles Foundation for Research in Economics, Yale University Yale University, Box 208281, New Haven, CT 06520-8281 USA. Contact information at EDIRC.
Bibliographic data for series maintained by Brittany Ladd ().