Search results for "Sample selection"
showing 4 items of 14 documents
Estimation of ordered response models with sample selection
2011
We introduce two new Stata commands for the estimation of an ordered response model with sample selection. The opsel command uses a standard maximum-likelihood approach to fit a parametric specification of the model where errors are assumed to follow a bivariate Gaussian distribution. The snpopsel command uses the semi-nonparametric approach of Gallant and Nychka (1987, Econometrica 55: 363–390) to fit a semiparametric specification of the model where the bivariate density function of the errors is approximated by a Hermite polynomial expansion. The snpopsel command extends the set of Stata routines for semi-nonparametric estimation of discrete response models. Compared to the other semi-n…
A Sample Selection Model for Unit and Item Nonresponse in Cross-Sectional Surveys
2007
We consider a general sample selection model where unit and item nonresponse simultaneously affect a regression relationship of interest, and both types of nonresponse are potentially correlated. We estimate both parametric and semiparametric specifications of the model. The parametric specification assumes that the errors in the latent regression equations follow a trivariate Gaussian distribution. The semiparametric specification avoids distributional assumptions about the underlying regression errors. In our empirical application, we estimate Engel curves for consumption expenditure using data from the first wave of SHARE (Survey on Health, Aging and Retirement in Europe).
Optimization criteria in sample selection step of local regression for quantitative analysis of large soil NIRS database
2012
International audience; Large soil spectral libraries compiling thousands of NIR (Near Infrared) reflectance spectra have been created encompassing a wide diversity and heterogeneity of spectra. Among the many chemometric approaches to the calibration of chemical and physical properties from these large libraries, local calibrations have the advantage of being able to select the most similar spectra to the spectrum of a target sample. This is particularly relevant when dealing with highly heterogeneous media such as soils, where the mineral matrix has a strong influence on spectral features. A crucial step in the implementation of local calibration procedures is the construction of local ne…
Corruption-Related Disclosure in the Banking Industry: Evidence From GIPSI Countries
2022
This paper empirically investigates corruption-related disclosure in the banking industry, aiming to identify the most relevant theories which explain why financial institutions disclose corruption-related information to the public in their annual financial reports.Using a total sample of 88 banks from the GIPSI countries during the period 2011-2019, our results reveal that, on average, banks involved in corruption issues disclose less on corruption-related information than banks not involved in any corruption scandal. Moreover, banks not involved in corruption cases disclose even more information after other banks’ corruption events become public. These basic relationships, however, are sh…