Testing for selectivity bias in panel data models
Discusses several tests to check for the presence of selectivity bias in estimators based on panel data. Introduction; Selectivity bias in the fixed and random effects estimators; Simple tests for selectivity bias; Specification of the response mechanism and the LM test for selectivity bias; Numerical results on the pseudo true values of the RE and FE estimators; More.
|Keywords||bias, panel data|
Verbeek, M.J.C.M., & Nijman, T.E.. (1992). Testing for selectivity bias in panel data models. International Economic Review, 681–703. Retrieved from http://hdl.handle.net/1765/12650