ESTIMATION FOR THE GENERAL SAMPLE SELECTION MODELS |
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Authors: | You-Gan Wang Ming Yin |
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Affiliation: | SIRO Division of Mathematics and Statistics, PO Box 120, Cleveland, QLD 4163. |
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Abstract: | Consider a general regression model with an arbitrary and unknown link function and a stochastic selection variable that determines whether the outcome variable is observable or missing. The paper proposes U-statistics that are based on kernel functions as estimators for the directions of the parameter vectors in the link function and the selection equation, and shows that these estimators are consistent and asymptotically normal. |
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Keywords: | General regression model kernel functions selection equation U-statistics |
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