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January 1, 1979Econometrica29,168 citations

Sample Selection Bias as a Specification Error

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JHJames J. HeckmanNational Bureau of Economic Research

Key Points

  • The aim is to analyze sample selection bias in estimating behavioral relationships as specification error.
  • Discusses the implications of non-random sample selection on regression analysis.
  • Introduces a two-stage estimator for leveraging least squares methods.
  • Derives the asymptotic distribution of the proposed estimator.
  • Demonstrates that non-randomly selected samples introduce biases in estimated relationships.
  • Shows that the proposed two-stage estimator can correct for these biases effectively.

Abstract

Sample selection bias as a specification error This paper discusses the bias that results from using non-randomly selected samples to estimate behavioral relationships as an ordinary specification error or «omitted variables» bias. A simple consistent two stage estimator is considered that enables analysts to utilize simple regression methods to estimate behavioral functions by least squares methods. The asymptotic distribution of the estimator is derived.

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Cite This Study

James J. Heckman (1979) studied this question.

synapsesocial.com/papers/69c128e96f16875ac8e4a75ahttps://doi.org/10.2307/1912352
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