Estimation for the general sample selection models

被引：0
|
作者：
Wang, YG
Yin, M
机构：
[1] CSIRO,DIV MATH & STAT,CLEVELAND,QLD 4163,AUSTRALIA
[2] UNIV FLORIDA,DEPT STAT,GAINESVILLE,FL 32611
来源：
AUSTRALIAN JOURNAL OF STATISTICS | 1997年 / 39卷 / 01期
关键词：
general regression model; kernel functions; selection equation; U-statistics;
D O I：
10.1111/j.1467-842X.1997.tb00519.x
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
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.
引用
收藏
页码：17 / 24
页数：8
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