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http://hdl.handle.net/1942/2281
Title: | Estimating a random-coefficients sample-selection model using generalized maximum entropy | Authors: | PEETERS, Ludo | Issue Date: | 2004 | Publisher: | ELSEVIER SCIENCE SA | Source: | ECONOMICS LETTERS, 84(1). p. 87-92 | 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. (C) 2004 Elsevier B.V. All rights reserved. | Notes: | Univ Limburg, B-3590 Diepenbeek, Belgium.Peeters, LMK, Univ Limburg, Univ Campus,Gebouw D, B-3590 Diepenbeek, Belgium.ludo.peeters@luc.ac.be | Keywords: | generalized maximum entropy; sample-selection model; random coeflicients; small samples | Document URI: | http://hdl.handle.net/1942/2281 | ISSN: | 0165-1765 | e-ISSN: | 1873-7374 | DOI: | 10.1016/j.econlet.2003.12.014 | ISI #: | 000221991400014 | Category: | A1 | Type: | Journal Contribution | Validations: | ecoom 2005 |
Appears in Collections: | Research publications |
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