A New Estimator for Panel Data Sample Selection Models

1999 ◽  
pp. 153 ◽  
Author(s):  
Rochina-Barrachina
2002 ◽  
Author(s):  
Anna Cristina D'Addio ◽  
Isabelle De Greef ◽  
Michael Rosholm

2010 ◽  
Vol 18 (2) ◽  
pp. 172-188 ◽  
Author(s):  
Martin Spiess ◽  
Martin Kroh

Although sample selection bias is a frequent problem of applied research, there has been no generalization of sample selection models with binary dependent variables of interest to data with temporal error correlations. We suggest a generalized estimating equation approach to panel data selection models, considering binary responses in both equations. We demonstrate the utility of this model by a simulation study and by analyzing highly unbalanced annual panel data taken from the German Socio-Economic Panel Study covering two decades of Green party support.


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