Marginal Effects and Significance Testing with Heckman's Sample Selection Model: A Methodological Note

Colin Vance

No 39, RWI Discussion Papers from RWI - Leibniz-Institut für Wirtschaftsforschung

Abstract: This paper illustrates two techniques for calculating the statistical significance of the marginal effects derived from Heckman?s sample selection model,an increasingly common econometric specification in political science. The discussion draws on an analysis by Sweeney (2003) of the incidence and intensity of interstate disputes. After replicating his results, the paper presents the delta method and the nonparametric bootstrap as alternative techniques for obtaining standard errors of the marginal effects, which themselves are calculated from a transformation of the model parameters.The analysis reveals two variables for which misleading inferences are drawn with respect to the precision of the estimated coefficients in the original study, suggesting that significance testing of the derived marginal effects is warranted.

Keywords: Heckman model; statistical significance; delta method; nonparametric bootstrap; dispute severity (search for similar items in EconPapers)
JEL-codes: C12 C34 (search for similar items in EconPapers)
Date: 2006
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (10)

Downloads: (external link)
https://www.econstor.eu/bitstream/10419/18590/1/DP_06_039.pdf (application/pdf)

Related works:
Journal Article: Marginal effects and significance testing with Heckman's sample selection model: a methodological note (2009)
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:zbw:rwidps:39

Access Statistics for this paper

More papers in RWI Discussion Papers from RWI - Leibniz-Institut für Wirtschaftsforschung Contact information at EDIRC.
Bibliographic data for series maintained by ZBW - Leibniz Information Centre for Economics ().