Ogundimu, Emmanuel O. and Hutton, Jane L. (2016) 'A unified approach to multilevel sample selection models.', Communications in Statistics - Theory and Methods, 45 (9). pp. 2592-2611.
Abstract
We propose a unified approach for multilevel sample selection models using a generalized result on skew distributions arising from selection. If the underlying distributional assumption is normal, then the resulting density for the outcome is the continuous component of the sample selection density and has links with the closed skew-normal distribution (CSN). The CSN distribution provides a framework which simplifies the derivation of the conditional expectation of the observed data. This generalizes the Heckman’s two-step method to a multilevel sample selection model. Finite-sample performance of the maximum likelihood estimator of this model is studied through a Monte Carlo simulation.
| Item Type: | Article |
|---|---|
| Full text: | (AM) Accepted Manuscript Download PDF (464Kb) |
| Status: | Peer-reviewed |
| Publisher Web site: | https://doi.org/10.1080/03610926.2014.887108 |
| Publisher statement: | This is an Accepted Manuscript version of the following article, accepted for publication in Communications in Statistics - Theory and Methods. Ogundimu, Emmanuel O. & Hutton, Jane L. (2016). A unified approach to multilevel sample selection models. Communications in Statistics - Theory and Methods 45(9): 2592.. It is deposited under the terms of the Creative Commons Attribution-NonCommercial License (http://creativecommons.org/licenses/by-nc/4.0/), which permits non-commercial re-use, distribution, and reproduction in any medium, provided the original work is properly cited. |
| Date accepted: | 21 June 2014 |
| Date deposited: | 15 October 2021 |
| Date of first online publication: | 06 April 2016 |
| Date first made open access: | 15 October 2021 |
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