A Small-Sample Estimator for the Sample-Selection Model |
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| Authors: | Amos Golan Enrico Moretti Jeffrey M.Perloff |
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| Affiliation: | a Department of Economics, American University, Washington, D.C., USAb Department of Economics, UCLA, Los Angeles, California, USAc Department of Agricultural & Resource Economics, University of California, Berkeley, California, USA |
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| Abstract: | A semiparametric estimator for evaluating the parameters of data generated under a sample selection process is developed. This estimator is based on the generalized maximum entropy estimator and performs well for small and ill-posed samples. Theoretical and sampling comparisons with parametric and semiparametric estimators are given. This method and standard ones are applied to three small-sample empirical applications of the wage-participation model for female teenage heads of households, immigrants, and Native Americans. |
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| Keywords: | Maximum entropy Sample selection Monte Carlo experiments |
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