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arXiv · 1609.03692

Sample selection models for discrete and other non-Gaussian response variables

Adelchi Azzalini·Hyoung-Moon Kim·Hea-Jung Kim
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Abstract

Consider observation of a phenomenon of interest subject to selective sampling due to a censoring mechanism regulated by some other variable. In this context, an extensive literature exists linked to the so-called Heckman selection model. A great deal of this work has been developed under Gaussian assumption of the underlying probability distributions; considerably less work has dealt with other distributions. We examine a general construction which encompasses a variety of distributions and allows various options of the selection mechanism, focusing especially on the case of discrete response. Inferential methods based on the pertaining likelihood function are developed.

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Adelchi Azzalini, Hyoung-Moon Kim, Hea-Jung Kim. 2016-09-13. Sample selection models for discrete and other non-Gaussian response variables. https://arxiv.org/abs/1609.03692

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