Testing for Sample Selection Bias
Review of Economic Studies
1982
A simple regression test of the null hypothesis of no sample selection bias has been suggested by J. J. Heckman. Because of its computational simplicity, this test is widely used by applied researchers. This paper shows that Heckman's test is equivalent to the Lagrange multiplier test of the null hypothesis. This allows us to readily deduce that the simple regression test also has desirable large sample properties.
- DOI
- 10.2307/2297148
- Volume
- 49 (1)
- Pages
- 151
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