Volume 33, Number 1 (Winter) 1998: Symposium on Microeconomic Methods

Vella, Francis. 1998. "Estimating Models with Sample Selection Bias: A Survey." Journal of Human Resources 33(1):127-172.

This paper surveys the available methods for estimating models with sample selection bias. I initially examine the fully parameterized model proposed by Heckman (1979) before investigating departures in two directions. First, I consider the relaxation of distributional assumptions. In doing so I present the available semi-parametric procedures Second, I investigate the ability to tackle different selection rules generating the selection bias. Finally, I discuss how the estimation procedures applied in the cross-sectional case can be extended to panel data.

Francis Vella is a professor of economics at Rutgers University and a research associate of the Institute of Fiscal Studies. This paper was partially written while Vella was a visitor at the Economics Program, Research School of Social Sciences, Australian National University and the Catholic University Leaven. He is grateful to M. J. Lee. Robin Sickles. and an anonymous referee for helpful components.