An Estimator for Some Binary-Outcome Selection Models Without Exclusion Restrictions

By Anne E. Sartori. Political Analysis, 2003

519 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Management Science and Operations Research, Marketing

View Paper: https://www.semanticscholar.org/paper/bcab5756de16fdf966c8b77d43491c93c3b01248

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Citations in the corpus

Why Do Firms Bribe? (2010, methodology): “We follow Heckman’s two stage p rocedure (Greene 2003, p. 784, Heckman 1979, Sartori 2003) where the first stage selection model predicting the probability of bribery is estimated by a probit model.”
The foundations of financial inclusion : understanding ownership and use of formal accounts (2012, unknown): “22 Sartori (2003) points out that the Heckman-type estimator may perform poorly when the same variables are included in both the selection (likelihood of having an account) and the outcome (likelihood of using the account to save) equations.”
Female Migration: A Way Out of Discrimination (2015, background): “Yet, this procedure is not recommended because in this case the results depend only on the distributional assumptions about the residuals and not on variation in the explanatory variables (Sartori, 2003; Maddala, 1999).”
Why Do Individuals Choose Self-Employment? (2009, background): “As shown by Sartori (2003) these probabilities are as follows: iY1 iY2 1=jiY ⎪⎩ ⎪ ⎨ ⎧ ≤′−′′Φ >′−′′Φ == ⎪⎩ ⎪ ⎨ ⎧ =′−′′−Φ−′−Φ == ′−Φ== 0)( if)( 0)( if)( )1Pr( otherwise0 0)(if)()( )1Pr( )()1Pr( 2 1 0 ii ii i iii i ii xx xx Y xxx Y xY βγγ βγβ βγγβ γ (6) Φ is the cumulative standard normal density…”
The effect of domestic uncertainty on the real options value of international investments (2009, methodology): “Sartori (2003), however, shows that if both selection and main equations have the same variables, and these variables have the same influence on the selection and second-stage dependent variables, the Heckman procedure faces the problem of needing to estimate the effect and relationship of the same…”
Subsidiary expansion/contraction during times of economic crisis (2010, unknown): “the identification problem (Sartori, 2003).”
R&D Partnerships and Innovation Performance: Can There Be Too Much of a Good Thing? (2016, background): “…reasons we need at least one independent variable that appears in the selection equation but does not appear in the outcome equation, that is, we need a variable that affects the probability of introducing a new product, but not the share of novelty sales in total sales (Sartori 2003).”
Effects of an Advancing Tenure on CEO Cognitive Complexity (2020, methodology): “Since identification in Heckman-type models is improved when an exclusion restriction is added (Sartori 2003), we additionally included the firm’s industry-adjusted performance in the prior quarter.”