讲义计量经济学课件2heckit.pptxVIP

Heckit(Heckman Two-Step Method)Sample Selection1. Heckman’s Two-Step Sample Selection ModelA sample selection bias (a kind of ordinary specification errors) arises when non-randomly selected samples resulted from data missing partly on dependent variable are used in the conventional least squares estimation. Sample selection bias normally occurs in two cases. One is self-selection by the individuals or data units in the samples. The other is that analysts or data processors make sample selection decision in the same style as self-selection (Heckman, 1979). There are quite a few examples of se