Comparer des méthodes
Examinez les méthodes sélectionnées côte à côte ; les lignes qui diffèrent sont mises en évidence.
| Modèle de sélection de Heckman (Heckit / Tobit Type II)× | Modèle à effets fixes pour données de panel× | |
|---|---|---|
| Domaine | Économétrie | Économétrie |
| Famille | Regression model | Regression model |
| Année d'origine≠ | 1979 | 2014 |
| Auteur d'origine≠ | James J. Heckman | Hsiao (textbook treatment); within transformation of panel data |
| Type≠ | Two-step sample selection model | Panel data regression |
| Source fondatrice≠ | Heckman, J. J. (1979). Sample Selection Bias as a Specification Error. Econometrica, 47(1), 153–161. DOI ↗ | Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. DOI ↗ |
| Alias | heckit, tobit type II, sample selection model, Heckman Seçim Modeli (Heckit / Tobit II) | fixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli |
| Apparentées≠ | 4 | 5 |
| Résumé≠ | The Heckman selection model, introduced by James J. Heckman in 1979, is a two-step model that corrects sample selection bias when the outcome is only observed for a non-random subset of cases. A probit selection equation models who is observed, and the outcome equation then corrects for the resulting bias using the inverse Mills ratio. | The Panel Data Fixed Effects model estimates relationships from panel data (the same units observed over several time periods) while controlling for unit- and/or time-specific effects, supporting causal inference. It is developed as the within estimator in standard treatments such as Hsiao's Analysis of Panel Data (2014). |
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