The gravity model of international trade is often applied by economists to explain bilateral between countries. Nevertheless, some estimation practices have been subject criticism, namely how zero values and the heteroskedasticity are handled. This paper proposes new nonlinear techniques address these issues. In particular, we propose standard generalized versions Heckman two-step approach that...

The topic of my dissertation research is Bayesian methods in the social sciences. There will be several parts to the dissertation. One part, the focus of this proposal, is a novel method called tuned Bayesian model averaging (tBMA) that modifies Bayesian model averaging (BMA) by using the data to inform the prior specification. BMA is a tool that accounts for model uncertainty in typical regres...

Heckman advocates an approach to causal inference that draws upon structural modeling of the outcome(s) of interest (which he calls scientific), and he contrasts this approach sharply with that arising out of the statistical literature on experimentation. Drawing extensively on several previous papers—for example, Heckman (1997, 2000, 2001) and Heckman and Navarro-Lozano (2004)—Heckman goes eve...

OBJECTIVES Protest responses, whereby respondents refuse to state the value they place on the health gain, are commonly encountered in contingent valuation (CV) studies, and they tend to be excluded from analyses. Such an approach will be biased if protesters differ from non-protesters on characteristics that predict their responses. The Heckman selection model has been commonly used to adjust ...

This paper presents a convenient shortcut method for implementing the Heckman estimator of the dynamic random effects probit model and other dynamic nonlinear panel data models using standard software. It then compares the estimators proposed by Heckman, Orme and Wooldridge, based on three alternative approximations, first in an empirical model for the probability of unemployment and then in a ...

Abstract In this paper, we generalize a result of Cuttler, Greene, Skandera, and Sra that characterizes the majorization order on Young diagrams in terms nonnegative specializations Schur polynomials. More precisely, introduce generalized notion associated to an arbitrary crystallographic root system $\Phi $ show it admits natural characterization values spherical functions any Riemannian symme...

PURPOSE The objective of this paper is to provide a new method for estimating crash rate and severity simultaneously. METHODS This study explores a Heckman selection model of the crash rate and severity simultaneously at different levels and a two-step procedure is used to investigate the crash rate and severity levels. The first step uses a probit regression model to determine the sample sel...

Fan, Heckman and Wand (1995) proposed locally weighted kernel polynomial regression methods for generalized linear models and quasilikelihood functions. When the covariate variables are missing at random, we propose a weighted estimator based on the inverse selection probability weights. Distribution theory is derived when the selection probabilities are estimated nonparametrically. We show tha...