Model Estimation and Data Analysis: Sample Selection Models

Models with sample selection

  • Heckman (two step regression or maximum likelihood)
  • Heteroscedasticity in linear model
  • Treatment effects – endogenous dummy variable
  • Probit
  • Incidental truncation
  • Mover stayer model
  • Tobit with selection
  • Categorical data with selection
  • Poisson model with selection
  • Two period attrition model (Hausman and Wise)
  • Switching regressions
  • Endogenous switching regressions
  • Selection with two treatments
  • Simultaneous equations - 2SLS
  • Ordered probit model with selection
  • Stochastic frontier

Panel data

  • Fixed effects (bootstrapping)
  • Random effects (including group means)
  • Random parameters
  • Two step estimation

Selection equations

  • Probit
  • Logit
  • Mlogit
  • Tobit
  • Linear regressions
  • Conditional logit
  • Ordered probit
  • Probit
  • Bivariate probit

Estimation and inference

  • Weights
  • Retain inverse Mills ratios
  • Marginal effects: direct and indirect
  • Limit observations
  • Control observations

Propensity scores and matching

  • Any binary choice model
  • Nearest neighbor
  • Caliper
  • Test of balancing hypothesis