Is it always necessary to take sample selection into account?

João Gomes, Isabel Barão, Tiago Oliveira

Research output: Contribution to journalArticle

Abstract

We compare a simple ordinary least squares (OLS) with the maximum likelihood estimation of the Tobit I and Tobit II regression models, in the selected sample. We propose a new measure to quantify the performance of OLS.

Original languageEnglish
Pages (from-to)2264-2274
Number of pages11
JournalCommunications in Statistics: Simulation and Computation
Volume43
Issue number10
DOIs
Publication statusPublished - 1 Jan 2014

Keywords

  • Conditional expected values
  • Correlation errors
  • OLS
  • Sample selection models
  • Tobit

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