Bias correction for the within-group estimator for panel-data sample-selection models

• Han, C. ^[1] ; Lee, G
  1. [1] Communications on Statistics and Stata,
• Localización: The Stata journal, ISSN 1536-867X, Vol. 26, Nº. 3, 2026, págs. 367-397
• Idioma: inglés
• DOI: 10.1177/1536867X261477565
• Enlaces
  • Texto completo
• Resumen

  • Han and Lee (2022, Economics Letters 220: art. 110882) propose a least-squares approach to correct for selectivity bias in the within-group estimator of linear panel-data models with fixed effects and sample selection. In this article, we review that estimator and introduce a command that provides a numerically stable implementation.