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Related papers: Distribution Regression with Censored Selection

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We develop a distribution regression model under endogenous sample selection. This model is a semi-parametric generalization of the Heckman selection model. It accommodates much richer effects of the covariates on outcome distribution and…

Econometrics · Economics 2023-12-19 Victor Chernozhukov , Iván Fernández-Val , Siyi Luo

This paper addresses the sample selection model within the context of the gender gap problem, where even random treatment assignment is affected by selection bias. By offering a robust alternative free from distributional or specification…

Econometrics · Economics 2024-10-04 Xiaolin Sun , Xueyan Zhao , D. S. Poskitt

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

We propose a new approach to estimate selection-corrected quantiles of the gender wage gap. Our method employs instrumental variables that explain variation in the latent variable but, conditional on the latent process, do not directly…

Econometrics · Economics 2026-01-13 Egshiglen Batbayar , Christoph Breunig , Peter Haan , Boryana Ilieva

Selective prediction, where a model has the option to abstain from making a decision, is crucial for machine learning applications in which mistakes are costly. In this work, we focus on distributional regression and introduce a framework…

Statistics Theory · Mathematics 2025-04-01 Ahmed Zaoui , Clément Dombry

We consider identification and estimation of nonseparable sample selection models with censored selection rules. We employ a control function approach and discuss different objects of interest based on (1) local effects conditional on the…

Econometrics · Economics 2020-10-01 Iván Fernández-Val , Aico van Vuuren , Francis Vella

When data are collected subject to a detection limit, observations below the detection limit may be considered censored. In addition, the domain of such observations may be restricted; for example, values may be required to be non-negative.…

Applications · Statistics 2020-06-30 Justin R. Williams , Hyung-Woo Kim , Catherine M. Crespi

We propose a semiparametric model to study the effect of covariates on the distribution of a censored event time while making minimal assumptions about the censoring mechanism. The result is a partially identified model, in the sense that…

Methodology · Statistics 2025-03-19 Ilias Willems , Jad Beyhum , Ingrid Van Keilegom

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

When modelling censored observations, a typical approach in current regression methods is to use a censored-Gaussian (i.e. Tobit) model to describe the conditional output distribution. In this paper, as in the case of missing data, we argue…

Machine Learning · Statistics 2022-05-05 Daniele Gammelli , Kasper Pryds Rolsted , Dario Pacino , Filipe Rodrigues

The sample selection bias problem arises when a variable of interest is correlated with a latent variable, and involves situations in which the response variable had part of its observations censored. Heckman (1976) proposed a sample…

Methodology · Statistics 2022-06-22 Helton Saulo , Roberto Vila , Shayane S. Cordeiro

We consider linear regression model estimation where the covariate of interest is randomly censored. Under a non-informative censoring mechanism, one may obtain valid estimates by deleting censored observations. However, this comes at a…

Applications · Statistics 2017-10-24 Folefac Atem , Roland A. Matsouaka

We develop inference procedures for longitudinal data where some of the measurements are censored by fixed constants. We consider a semi-parametric quantile regression model that makes no distributional assumptions. Our research is…

Statistics Theory · Mathematics 2009-04-02 Huixia Judy Wang , Mendel Fygenson

Most work in neural networks focuses on estimating the conditional mean of a continuous response variable given a set of covariates.In this article, we consider estimating the conditional distribution function using neural networks for both…

Methodology · Statistics 2022-07-07 Bingqing Hu , Bin Nan

Selective regression allows abstention from prediction if the confidence to make an accurate prediction is not sufficient. In general, by allowing a reject option, one expects the performance of a regression model to increase at the cost of…

Machine Learning · Computer Science 2022-07-18 Abhin Shah , Yuheng Bu , Joshua Ka-Wing Lee , Subhro Das , Rameswar Panda , Prasanna Sattigeri , Gregory W. Wornell

We consider generalized linear regression analysis with left-censored covariate due to the lower limit of detection. Complete case analysis by eliminating observations with values below limit of detection yields valid estimates for…

Methodology · Statistics 2014-12-09 Shengchun Kong , Bin Nan

Detection limit (DL) has become an increasingly ubiquitous issue in statistical analyses of biomedical studies, such as cytokine, metabolite and protein analysis. In regression analysis, if an explanatory variable is left-censored due to…

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

Response-biased sampling, in which samples are drawn from a popula- tion according to the values of the response variable, is common in biomedical, epidemiological, economic and social studies. In particular, the complete obser- vations in…

Methodology · Statistics 2016-10-31 Kani Chen , Yuanyuan Lin , Yuan Yao , Chaoxu Zhou

We develop a unified approach for classification and regression support vector machines for data subject to right censoring. We provide finite sample bounds on the generalization error of the algorithm, prove risk consistency for a wide…

Machine Learning · Statistics 2013-01-15 Yair Goldberg , Michael R. Kosorok
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