Sample selection models for discrete and other non-Gaussian response variables
Methodology
2016-09-14 v1
Abstract
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 great deal of this work has been developed under Gaussian assumption of the underlying probability distributions; considerably less work has dealt with other distributions. We examine a general construction which encompasses a variety of distributions and allows various options of the selection mechanism, focusing especially on the case of discrete response. Inferential methods based on the pertaining likelihood function are developed.
Cite
@article{arxiv.1609.03692,
title = {Sample selection models for discrete and other non-Gaussian response variables},
author = {Adelchi Azzalini and Hyoung-Moon Kim and Hea-Jung Kim},
journal= {arXiv preprint arXiv:1609.03692},
year = {2016}
}