Title of article
Estimating a random-coefficients sample-selection model using generalized maximum entropy
Author/Authors
Ludo M. K. Peeters، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2004
Pages
6
From page
87
To page
92
Abstract
We use the generalized maximum entropy (GME) method to estimate a sample-selection model and compare results with OLS and FIML. It is shown that GME outperforms FIML for small samples. In addition, we treat the heterogeneity of the units in the sample data by allowing coefficient vectors to deviate randomly from a common sample mean
Keywords
Generalized maximum entropy , Sample-selection model , Small samples , Random coefficients
Journal title
Economics Letters
Serial Year
2004
Journal title
Economics Letters
Record number
435454
Link To Document