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	हेकमैन सैंपल सिलेक्शन मॉडल (हेकिट / टोबिट टाइप II)	साधारण न्यूनतम वर्ग (OLS) समाश्रयण	क्वांटाइल रिग्रेशन
क्षेत्र	अर्थमिति	अर्थमिति	अर्थमिति
परिवार	Regression model	Regression model	Regression model
उद्भव वर्ष	1979	2019	1978
प्रवर्तक	James J. Heckman	Wooldridge (textbook treatment); classical least squares	Koenker & Bassett
प्रकार	Two-step sample selection model	Linear regression	Conditional quantile regression
मौलिक स्रोत	Heckman, J. J. (1979). Sample Selection Bias as a Specification Error. Econometrica, 47(1), 153–161.	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860	Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50.
उपनाम	heckit, tobit type II, sample selection model, Heckman Seçim Modeli (Heckit / Tobit II)	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu	conditional quantile regression, regression quantiles, Kantil Regresyon
संबंधित	4	5	5
सारांश	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.	Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE).	Quantile regression models conditional quantiles of an outcome - the median, the 25th or 75th percentile, and so on - rather than the conditional mean that OLS targets. Introduced by Koenker and Bassett in 1978, it reveals how predictors act across the whole distribution, including its tails.