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Source: Annals of Economic and Social Measurement
Resulting in 2 citations.
1. Heckman, James J.
The Common Structure of Statistical Models of Truncation, Sample Selection and Limited Dependent Variables and a Simple Estimator for Such Models
Annals of Economic and Social Measurement 5 (Fall 1976): 475-492.
Also: http://www.nber.org/chapters/c10491.pdf
Cohort(s): Mature Women
Publisher: National Bureau of Economic Research (NBER)
Keyword(s): Modeling, OLS; Modeling, Probit; Research Methodology; Sample Selection

This study analyzes the bias that arises from sample selection, truncation and limited dependent variables within the familiar specification error framework of Griliches and Theil. The author discusses a simple estimator for censored samples to reestimate female labor supply, wages and labor force participation. In an empirical example, the estimator yields estimates close to the maximum likelihood estimates.
    "This paper presents a unified treatment of statistical models for truncation, sample selection and limited dependent variables. A simple estimator is proposed that permits estimation of those models by least squares, and probit analysts. In an empirical example, it is shown that the estimator yields estimates close to the maximum likelihood estimates."
Bibliography Citation
Heckman, James J. "The Common Structure of Statistical Models of Truncation, Sample Selection and Limited Dependent Variables and a Simple Estimator for Such Models." Annals of Economic and Social Measurement 5 (Fall 1976): 475-492.
2. Porter, Richard D.
On the Use of Survey Sample Weights in the Linear Model
Annals of Economic and Social Measurement 2,2 (April 1973): 141-158.
Also: http://www.nber.org/chapters/c9887.pdf
Cohort(s): Older Men
Publisher: National Bureau of Economic Research (NBER)
Keyword(s): Research Methodology

If individuals have different coefficients in a linear model, then the choice of regression technique for estimating population averages depends on the sample design. Various estimators of the random coefficient model for panel data are examined where the random component arises from the random selection of individuals out of a finite population.
Bibliography Citation
Porter, Richard D. "On the Use of Survey Sample Weights in the Linear Model." Annals of Economic and Social Measurement 2,2 (April 1973): 141-158.