Point-identifying semiparametric sample selection models with no excluded variable
Bibliographic record
Abstract
Sample selection is pervasive in applied economic studies.This paper develops semiparametric selection models that achieve point identification without relying on exclusion restrictions, an assumption long believed necessary for identification in semiparametric selection models.Our identification conditions require at least one continuously distributed covariate and certain nonlinearity in the selection process.We propose a two-step plug-in estimator that is √ n-consistent, asymptotically normal, and computationally straightforward (readily available in statistical software), allowing for heteroskedasticity.Our approach provides a middle ground between Lee (2009)'s nonparametric bounds and Honoré and Hu (2020)'s linear selection bounds, while ensuring point identification.Simulation evidence confirms its excellent finite-sample performance.We apply our method to estimate the racial and gender wage disparity using data from the US Current Population Survey.Our estimates tend to lie outside the Honoré and Hu bounds.
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How this classification was reachedexpand
Full frame machine prediction
Teacher imitationNot calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.
Distilled classifier scores by category (both heads)
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.018 | 0.076 |
| Meta-epidemiology (narrow) | 0.001 | 0.001 |
| Meta-epidemiology (broad) | 0.003 | 0.002 |
| Bibliometrics | 0.001 | 0.002 |
| Science and technology studies | 0.001 | 0.002 |
| Scholarly communication | 0.002 | 0.003 |
| Open science | 0.003 | 0.004 |
| Research integrity | 0.002 | 0.003 |
| Insufficient payload (model declined to judge) | 0.006 | 0.001 |
Machine scores (provisional)
The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.
Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from itClassification
machine, unvalidatedMachine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.
How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".