Identification of Multi-Index Sample Selection Models

28 Pages Posted: 9 May 2007 Last revised: 29 Aug 2011

See all articles by Morten Sorensen

Morten Sorensen

Copenhagen Business School; Columbia Business School; Centre for Economic Policy Research (CEPR)

Date Written: May 1, 2007

Abstract

This paper derives conditions for identification of a general class of sample selection models that allows for selection based on, for example, game-theoretic models. The conditions apply to models with binary or continuous outcome variables and generalize the conditions for the standard Heckman sample selection model. For illustration, the results are applied to selection in a two-sided matching market, which is not captured by the standard model. In this market the characteristics of other agents can provide the identifying variation, and no explicit instrument is required.

Keywords: Sample Selection Model, Two-Sided Matching

JEL Classification: C14, C30, C34, C78

Suggested Citation

Sørensen, Morten, Identification of Multi-Index Sample Selection Models (May 1, 2007). Available at SSRN: https://ssrn.com/abstract=984940 or http://dx.doi.org/10.2139/ssrn.984940

Morten Sørensen (Contact Author)

Copenhagen Business School ( email )

Solbjerg Plads 3
Frederiksberg C, DK - 2000
Denmark

Columbia Business School ( email )

3022 Broadway
New York, NY 10027
United States

Centre for Economic Policy Research (CEPR) ( email )

London
United Kingdom

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