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- W3124204466 abstract "Identi?cation in most sample selection models depends on the independence of the regressors and the error terms conditional on the selection probability. All quantile and mean functions are parallel in these models; this implies that quantile estimators cannot reveal any? per assumption non-existing? heterogeneity. Quantile estimators are nevertheless useful for testing the conditional independence assumption because they are consistent under the null hypothesis. We propose tests of the Kolmogorov-Smirnov type based on the conditional quantile regression process. Monte Carlo simulations show that their size is satisfactory and their power su¢ cient to detect deviations under realistic data generating processes. We apply our procedures to female wage data from the 2011 Current Population Survey and show that homogeneity is clearly rejected." @default.
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- W3124204466 date "2012-01-01" @default.
- W3124204466 modified "2023-09-27" @default.
- W3124204466 title "A test of the conditional independence assumption in sample selection models" @default.
- W3124204466 hasPublicationYear "2012" @default.
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