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Collinearity and Two-Step Estimation of Sample Selection Models: Problems, Origins and Remedies

Siu Leung () and S. Yu

RCER Working Papers from University of Rochester - Center for Economic Research (RCER)

Abstract: This paper investigates the origins of the collinearity problems encountered in the two-step estimation method for sample selection models. The analysis reveals several critical misconceptions and deficiencies in the literature. Remedies to the collinearity problems are proposed and evaluated.

Keywords: ECONOMETRICS (search for similar items in EconPapers)
JEL-codes: C15 C24 (search for similar items in EconPapers)
Pages: 29 pages
Date: 1996
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Journal Article: Collinearity and Two-Step Estimation of Sample Selection Models: Problems, Origins, and Remedies (2000) Downloads
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