Université de Fribourg

Treatment evaluation in the presence of sample selection

Huber, Martin

In: Econometric reviews, 2014, vol. 33, no. 8, p. 869-905

Sample selection and attrition are inherent in a range of treatment evaluation problems such as the estimation of the returns to schooling or training. Conventional estimators tackling selection bias typically rely on restrictive functional form assumptions that are unlikely to hold in reality. This paper shows identification of average and quantile treatment effects in the presence of the...

Université de Fribourg

Testing exclusion restrictions and additive separability in sample selection models

Huber, Martin ; Mellace, Giovanni

In: Empirical economics, 2014, vol. 47, no. 1, p. 75-92

Standard sample selection models with non-randomly censored outcomes assume (i) an exclusion restriction (i.e., a variable affecting selection, but not the outcome) and (ii) additive separability of the errors in the selection process. This paper proposes tests for the joint satisfaction of these assumptions by applying the approach of Huber and Mellace (Testing instrument validity for LATE...