Efficient Semiparametric Estimators for Nonlinear Regressions and Models under Sample Selection Bias

Efficient Semiparametric Estimators for Nonlinear Regressions and Models under Sample Selection Bias

We study the consistency, robustness and efficiency of parameter estimation in different but related models via semiparametric approach. First, we revisit the second- order least squares estimator proposed in Wang and Leblanc (2008) and show that the estimator reaches the semiparametric efficiency....

Full description

Bibliographic Details
Main Author: Kim, Mi Jeong
Other Authors: Ma, Yanyuan
Format: Others
Language:en_US
Published: 2012
Subjects:
Efficiency
Non-representative Data
Robustness
Second-order least squares estimator
Selection Bias
Semiparametric Model.
Online Access:http://hdl.handle.net/1969.1/ETD-TAMU-2012-08-11429

Internet

http://hdl.handle.net/1969.1/ETD-TAMU-2012-08-11429

Similar Items