Distribution Regression with Sample Selection, with an Application to Wage Decompositions in the UK
内生样本选择下的分布回归及英国工资分解
We develop a distribution regression model under endogenous sample selection. This model is a semi-parametric generalization of the Heckman selection model. It accommodates much richer effects of the covariates on outcome distribution and patterns of heterogeneity in the selection process, and allows for drastic departures from the Gaussian error structure, while maintaining the same level tractability as the classical model. The model applies to continuous, discrete and…