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Many proposals have emerged as alternatives to the Heckman selection model, mainly to address the non-robustness of its normal assumption. The 2001 Medical Expenditure Panel Survey data is often used to illustrate this non-robustness of the…

Methodology · Statistics 2021-04-02 Fernando de S. Bastos , Wagner Barreto-Souza , Marc G. Genton

The Heckman selection model is one of the most well-renounced econometric models in the analysis of data with sample selection. This model is designed to rectify sample selection biases based on the assumption of bivariate normal error…

Methodology · Statistics 2025-11-26 Heeju Lim , Jose Alejandro Ordonez , Victor H. Lachos , Antonio Punzo

The Heckman selection model is widely used in econometric analysis and other social sciences to address sample selection bias in data modeling. A common assumption in Heckman selection models is that the error terms follow an independent…

Methodology · Statistics 2026-02-09 Heeju Lim , Victor E. Lachos , Victor H. Lachos

Consider observation of a phenomenon of interest subject to selective sampling due to a censoring mechanism regulated by some other variable. In this context, an extensive literature exists linked to the so-called Heckman selection model. A…

Methodology · Statistics 2016-09-14 Adelchi Azzalini , Hyoung-Moon Kim , Hea-Jung Kim

Heckman selection model is perhaps the most popular econometric model in the analysis of data with sample selection. The analyses of this model are based on the normality assumption for the error terms, however, in some applications, the…

Methodology · Statistics 2020-06-16 Victor H. Lachos Davila , Marcos O. Prates , Dipak K. Dey

We introduce a novel matrix-variate extension of the Heckman selection model to accommodate multiple outcomes, providing a flexible and natural generalization of classical selection models for matrix-valued data. By relying on the matrix…

Methodology · Statistics 2026-05-05 Heeju Lim , Carlos A. R. Diniz , Ofer Harel , Victor H. Lachos

Recent research on fair regression focused on developing new fairness notions and approximation methods as target variables and even the sensitive attribute are continuous in the regression setting. However, all previous fair regression…

Machine Learning · Computer Science 2021-10-12 Wei Du , Xintao Wu , Hanghang Tong

Heckman selection model is the most popular econometric model in analysis of data with sample selection. However, selection models with Normal errors cannot accommodate heavy tails in the error distribution. Recently, Marchenko and Genton…

Computation · Statistics 2014-01-08 Peng Ding

We develop a distribution regression model with a censored selection rule, offering a semi-parametric generalization of the Heckman selection model. Our approach applies to the entire distribution, extending beyond the mean or median,…

Econometrics · Economics 2025-05-19 Ivan Fernandez-Val , Seoyun Hong

Under missing-not-at-random (MNAR) sample selection bias, the performance of a prediction model is often degraded. This paper focuses on one classic instance of MNAR sample selection bias where a subset of samples have non-randomly missing…

Machine Learning · Computer Science 2024-04-23 Huy Mai , Xintao Wu

This paper addresses the critical issue of sample selection bias in cross-country comparisons based on international assessments such as the Programme for International Student Assessment (PISA). Although PISA is widely used to benchmark…

Econometrics · Economics 2025-10-08 Onil Boussim

We consider Bayesian variable selection in sparse high-dimensional regression, where the number of covariates $p$ may be large relative to the samples size $n$, but at most a moderate number $q$ of covariates are active. Specifically, we…

Statistics Theory · Mathematics 2015-03-31 Rina Foygel Barber , Mathias Drton , Kean Ming Tan

Selection bias is a common concern in epidemiologic studies. In the literature, selection bias is often viewed as a missing data problem. Popular approaches to adjust for bias due to missing data, such as inverse probability weighting, rely…

Aims: To re-introduce the Heckman model as a valid empirical technique in alcohol studies. Design: To estimate the determinants of problem drinking using a Heckman and a two-part estimation model. Psychological and neuro-scientific studies…

Econometrics · Economics 2023-07-03 Reka Sundaram-Stukel

Motivated by the central limit problem for convex bodies, we study normal approximation of linear functionals of high-dimensional random vectors with various types of symmetries. In particular, we obtain results for distributions which are…

Probability · Mathematics 2016-09-07 Elizabeth S. Meckes , Mark W. Meckes

We consider the problem of sampling from a product-of-experts-type model that encompasses many standard prior and posterior distributions commonly found in Bayesian imaging. We show that this model can be easily lifted into a novel latent…

Image and Video Processing · Electrical Eng. & Systems 2026-04-16 Muhamed Kuric , Martin Zach , Andreas Habring , Michael Unser , Thomas Pock

There is a rich literature proposing methods and establishing asymptotic properties of Bayesian variable selection methods for parametric models, with a particular focus on the normal linear regression model and an increasing emphasis on…

Statistics Theory · Mathematics 2011-08-16 Suprateek Kundu , David B. Dunson

An evolving problem in the field of spatial and ecological statistics is that of preferential sampling, where biases may be present due to a relationship between sample data locations and a response of interest. This field of research bears…

Methodology · Statistics 2022-03-11 Daniel Vedensky , Paul A. Parker , Scott H. Holan

We consider the problem of variable selection in high-dimensional sparse additive models. We focus on the case that the components belong to nonparametric classes of functions. The proposed method is motivated by geometric considerations in…

Statistics Theory · Mathematics 2015-02-03 Martin Wahl

The problem of sampling constrained continuous distributions has frequently appeared in many machine/statistical learning models. Many Monte Carlo Markov Chain (MCMC) sampling methods have been adapted to handle different types of…

Computation · Statistics 2023-02-21 Shiwei Lan , Lulu Kang
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