V2EX heckman correction

Heckman Correction

定义 Definition

Heckman correction(赫克曼修正/赫克曼校正):计量经济学中用于处理样本选择偏差(sample selection bias)的一种方法。当样本并非随机进入观察数据(例如只观察到“被录用者”的工资)时,直接回归可能有偏;Heckman 两步法通过先建模“是否被观测/被选中”的过程,再对结果方程进行校正,以减少偏差。该术语也常泛指相关的样本选择模型方法。(在不同语境下还可能有更广义/更具体的用法。)

发音 Pronunciation (IPA)

/hkmn krkn/

例句 Examples

We used a Heckman correction to adjust for the fact that only employed people reported wages.
我们使用赫克曼修正来调整这样一个事实:只有就业者才报告工资。

Because participation was voluntary, the estimates may suffer from selection bias unless a Heckman correction is applied with a well-specified selection equation.
由于参与是自愿的,除非在合理设定选择方程的前提下使用赫克曼修正,否则这些估计可能会受到选择偏差影响。

词源 Etymology

“Heckman”来自美国经济学家 James J. Heckman 的姓氏;他在 1970 年代系统提出并推广用于解决样本选择问题的估计方法。“correctin”意为“校正/修正”,合起来指“用于纠正样本选择偏差的 Heckman 方法”,常见形式是 Heckman two-step(两步法)

相关词 Related Words

文学与著作中的用例 Notable Works

  • Heckman, James J. (1979). “Sample Selection Bias as a Specification Error.” Econometrica(经典论文,系统提出样本选择偏差框架与两步校正思想)
  • Wooldridge, Jeffrey M. Econometric Analysis of Cross Section and Panel Data(教材中讲解样本选择模型与 Heckman 方法)
  • Greene, William H. Econometric Analysis(常见计量教材,覆盖 Heckman selection model/Heckman correction)
  • Angrist, Joshua D. & Pischke, Jrn-Steffen. Mostly Harmless Econometrics(在因果推断与应用计量语境中讨论选择问题及相关方法)
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