Deriving conditional and unconditional marginal effects in log earnings equations estimated by Heckman's procedure

Hoffmann, Rodolfo; Kassouf, Ana Lúcia

doi:10.1080/00036840500118614

Cited by 95 publications

(68 citation statements)

References 4 publications

(6 reference statements)

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“…A definição dos efeitos esperados das variáveis é oriunda dos resultados de trabalhos anteriores, quais sejam Kassouf (1994), Kassouf (1997), e Hoffman e Kassouf (2005). Especificamente em relação às diferenças nos retornos salariais à educação entre as zonas rural e urbana, espera-se que os indivíduos residentes no meio urbano tenham maior acesso ao mercado de trabalho e aufiram retornos salariais mais elevados, conforme resultados apresentados por Kassouf (1997).…”

Section: Especificação Do Modelo Econométricounclassified

Avaliação dos retornos à escolaridade para trabalhadores do sexo masculino no Brasil

Pereira

Lima²,

Lima

et al. 2013

Rev. econ. contemp.

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Talles Girardi de Mendonça eRESUMO: Este artigo avalia os retornos a anos adicionais de estudos para trabalhadores do sexo masculino no Brasil. Com base nos dados da Pesquisa Nacional por Amostra de Domicílios (PNAD), de 2009, e aplicando-se o procedimento de Heckman, mensuram-se as diferenças nos retornos salariais à escolaridade nos meios urbano e rural. Como aspecto de destaque metodológico e contribuição para o conjunto de estudos sobre retornos à escolaridade, tem-se a incorporação das informações do plano amostral nas estimativas. Os resultados mostram diferenciação salarial em função de idade, raça e região geográfica. Em relação à escolaridade, os retornos salariais no meio urbano são maiores que no rural. Adicionalmente, a consideração do plano amostral gera resultados expressivamente diferentes daqueles considerando a PNAD como amostra simples. Torna-se, portanto, necessário incorporar esses aspectos às novas pesquisas baseadas em fontes de dados como a PNAD. PALAVRAS-CHAVE:Retornos à educação; qualificação; amostra complexa.

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Section: Especificação Do Modelo Econométricounclassified

Avaliação dos retornos à escolaridade para trabalhadores do sexo masculino no Brasil

Pereira

Lima²,

Lima

et al. 2013

Rev. econ. contemp.

View full text Add to dashboard Cite

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“…To account for this possibility, Heckman (1979) developed a method that allows consistent estimates. Since there is no consensual specification, according to Resende & Wyllie (2006), the variables were defined according to the literature (Kassouf 1994, 1997, Hoffmann & Kassouf 2005, Cirino 2008). So, the selection equation (Probit model) was defined as follows:…”

Section: Regression-based Decompositionmentioning

confidence: 99%

Effects of growth and reduction of income inequality on poverty in Northeastern Brazil, 2003-2008

Santos¹,

Vieira²

2013

Econ. Apl.

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This article aimed to investigate the main determinants of individual income inequality and analyze the characteristics of the interrelation among poverty, inequality and economic growth for the states of the Northeast region of Brazil, from 2003 to 2008. For that, we used decompositions based on the Shapley value. The results show that growth was the main factor leading to the drop in the number of poor and indigents (extremely poor). In addition, the most important factors to explain the level of individual income inequality in the Northeastern states are education level and professional experience.Keywords: Income inequality, poverty, decomposition, Northeast, Brazil. ResumoEste artigo teve como objetivo investigar os principais determinantes da desigualdade de renda pessoal e analisar as características da interrelação entre pobreza, desigualdade e crescimento econômico nos estados da região Nordeste do Brasil, de 2003 a 2008. Para tal, foram utilizadas decomposições baseadas no valor de Shapley. Os resultados mostram que o crescimento foi o principal fator que levou à queda do número de pobres e indigentes (extremamente pobres). Além disso, os fatores mais importantes para explicar o nível de desigualdade de renda pessoal nos estados da região Nordeste são nível educação e experiência profissional.Palavras-chave: Desigualdade de renda, pobreza, decomposição, Nordeste, Brasil. JEL classification: I32, O15.Universidade Federal Fluminense (UFF).

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“…to calculate the marginal effect for the latter, the formula from Hoffmann/Kassouf (2005) is used. Thereafter, the bootstrap method is used to calculate the standard error for "smldmat" using 1000 resamples.…”

Section: Appendixmentioning

confidence: 99%

“…In this case, the marginal effect is not given by the coefficient estimate, itself, but rather must be calculated using a non-linear function of the underlying model parameters to correct for the selectivity effect. Although several papers address how to implement this correction (Saha et al 1997;Sigelman, Zeng 1999;Hoffmann, Kassouf 2005), they omit any discussion of how to calculate the significance of the marginal effect. Likewise, there is little discussion of this issue in the applied literature, even among the few studies that recognize the need to correct for the marginal effects (Goetz 1992;Vance, Geoghegan 2004).…”

Section: Introductionmentioning

confidence: 99%

Marginal effects and significance testing with Heckman's sample selection model: a methodological note

Vance

2009

Applied Economics Letters

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Standard-Nutzungsbedingungen:Die Dokumente auf EconStor dürfen zu eigenen wissenschaftlichen Zwecken und zum Privatgebrauch gespeichert und kopiert werden.Sie dürfen die Dokumente nicht für öffentliche oder kommerzielle Zwecke vervielfältigen, öffentlich ausstellen, öffentlich zugänglich machen, vertreiben oder anderweitig nutzen.Sofern die Verfasser die Dokumente unter Open-Content-Lizenzen (insbesondere CC-Lizenzen) zur Verfügung gestellt haben sollten, gelten abweichend von diesen Nutzungsbedingungen die in der dort genannten Lizenz gewährten Nutzungsrechte. Abstract This paper illustrates two techniques for calculating the statistical significance of the marginal effects derived from Heckman's sample selection model, an increasingly common econometric specification in political science. The discussion draws on an analysis by Sweeney (2003) of the incidence and intensity of interstate disputes. After replicating his results, the paper presents the delta method and the nonparametric bootstrap as alternative techniques for obtaining standard errors of the marginal effects, which themselves are calculated from a transformation of the model parameters. The analysis reveals two variables for which misleading inferences are drawn with respect to the precision of the estimated coefficients in the original study, suggesting that significance testing of the derived marginal effects is warranted. Terms of use: Documents inJEL classification: C12, C34 Keywords: Heckman model; statistical significance; delta method; nonparametric bootstrap; dispute severity April 2006 * All correspondence to Colin Vance, Rheinisch-Westfälisches Institut für Wirtschaftsforschung (RWI Essen), Hohenzollernstraße 1-3, 45128 Essen, Germany, Fax: +49-201-8149200, Email: vance@rwi-essen.de.-I wish to express gratitude to Kevin Sweeney for providing the data and for helpful correspondence on the implementation of the Heckman model. I would also like to acknowledge the contributions of Manuel Frondel, Christoph Schmidt, and Matthias Sinning, whose comments on an earlier draft were greatly appreciated.

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Deriving conditional and unconditional marginal effects in log earnings equations estimated by Heckman's procedure

Cited by 95 publications

References 4 publications

Avaliação dos retornos à escolaridade para trabalhadores do sexo masculino no Brasil

Avaliação dos retornos à escolaridade para trabalhadores do sexo masculino no Brasil

Effects of growth and reduction of income inequality on poverty in Northeastern Brazil, 2003-2008

Marginal effects and significance testing with Heckman's sample selection model: a methodological note

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