Detail Testing for Selectivity Bias in Panel Data Models   Oleh:  Nijman, Theo ; Verbeek, Marno Jenis: Article from Bulletin/Magazine Dalam koleksi: INTERNATIONAL ECONOMIC REVIEW vol. 33 no. 3 (1992), page 681-704. Topik: panel data; bias; panel data models Ketersediaan Perpustakaan Pusat (Semanggi) Nomor Panggil: II49.2 Non-tandon: 1 (dapat dipinjam: 0) Tandon: tidak ada     Lihat Detail Induk Isi artikel We discuss several tests to check for the presence of selectivity bias in estimators based on panel data. One approach to test for selectivity bias is to specify the selection mechanism explicitly and estimate it jointly with the model of interest. Alternatively, one can derive the asymptotically efficient LM test. Both approaches are computationally demanding. In this paper, we propose the use of simple variable addition and (quasi - ) Hausman tests for selectivity bias that do not require any knowledge of the response process. We compare the power of these tests with the asymptotically efficient test using Monte Carlo methods. Opini Anda Klik untuk menuliskan opini Anda tentang koleksi ini! Kembali

Copyright © 2006, 2007 Unika Atma Jaya, all rights reserved