Journal article
Estimation in censored samples when there is heteroskedasticity
Abstract
Heteroskedasticity generally leads to inconsistency of the simple estimators that correct for sample selection bias. A correction for heteroskedasticity is derived for the sample selection estimator proposed by Gronau. The correction can be applied to censored samples where the selection variable is unobserved.
Authors
Dooley MD
Journal
Economics Letters, Vol. 13, No. 4, pp. 343–349
Publisher
Elsevier
Publication Date
January 1983
DOI
10.1016/0165-1765(83)90192-1
ISSN
0165-1765