Robust Estimation of Heckman Model View Full Text


Ontology type: schema:Chapter     


Chapter Info

DATE

2017

AUTHORS

Elvezio Ronchetti

ABSTRACT

We first review the basic ideas of robust statistics and define the main tools used to formalize the problem and to construct new robust statistical procedures. In particular we focus on the influence function, the Gâteaux derivative of a functional in direction of a point mass, which can be used both to study the local stability properties of a statistical procedure and to construct new robust procedures. In the second part we show how these principles can be used to carry out a robustness analysis in [13] model and how to construct robust versions of Heckman’s two-stage estimator. These are central tools for the statistical analysis of data based on non-random samples from a population. More... »

PAGES

3-21

Book

TITLE

Robustness in Econometrics

ISBN

978-3-319-50741-5
978-3-319-50742-2

Author Affiliations

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/978-3-319-50742-2_1

DOI

http://dx.doi.org/10.1007/978-3-319-50742-2_1

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1083803933


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