1979
DOI: 10.2307/1912352
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Sample Selection Bias as a Specification Error

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Cited by 22,658 publications
(16,040 citation statements)
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“…Under joint normality, the bias of our intensity estimate can be corrected by jointly estimating equations (2) and (1) using a maximum likelihood estimator (Heckman 1979). In fact, as we will see below, the evidence is that this bias is not significant, and the naive estimates are extremely close to the corrected estimates.…”
Section: Econometric Specificationmentioning
confidence: 92%
“…Under joint normality, the bias of our intensity estimate can be corrected by jointly estimating equations (2) and (1) using a maximum likelihood estimator (Heckman 1979). In fact, as we will see below, the evidence is that this bias is not significant, and the naive estimates are extremely close to the corrected estimates.…”
Section: Econometric Specificationmentioning
confidence: 92%
“…Beginning in the late 1970s (Greene, 1981;Heckman, 1976Heckman, , 1978Heckman, , 1979, methods for detecting and statistically correcting selection bias were developed in economics and related areas. In the decades since, as noted by Cuddleback and colleagues (2004), an extensive literature has evolved in the area of sample selection bias (Berk, 1983;Stolzenberg & Relles, 1997).…”
Section: A C C E P T E D Accepted Manuscriptmentioning
confidence: 99%
“… 15

A firm might have invested in clarifying a potential adoption and finally did not do it, since the adoption project failed.

Moreover, we have an interest in the parameters of the selection equation and of the intensity equation. Hence, we apply a sample selection estimator which is formulated according to Heckman (1979) and Amemiya (1985). …”
Section: Econometric Frameworkmentioning
confidence: 99%
“…However, since we cannot be sure that this is the case, we follow the Heckman (1979) procedure, which allows us to estimate …”
Section: Econometric Frameworkmentioning
confidence: 99%