Portal de Periódicos da CAPES

Sample Selection Bias as a Specification Error

1979; Wiley; Volume: 47; Issue: 1 Linguagem: Inglês

10.2307/1912352

1468-0262

James J. Heckman,

Advanced Computational Techniques in Science and Engineering

Sample selection bias as a specification error This paper discusses the bias that results from using non-randomly selected samples to estimate behavioral relationships as an ordinary specification error or «omitted variables» bias. A simple consistent two stage estimator is considered that enables analysts to utilize simple regression methods to estimate behavioral functions by least squares methods. The asymptotic distribution of the estimator is derived.