Two-part models are robust to endogenous selection

C-Tier
Journal: Economics Letters
Year: 2017
Volume: 152
Issue: C
Pages: 71-72

Score contribution per author:

1.009 = (α=2.02 / 1 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This note shows that the two-part model (TPM) can be used to estimate conditional and population-averaged effects of exogenous covariates when there is endogenous selection between the two parts. Much like estimating an average treatment effect on the treated, the TPM estimator only needs estimates of parameters that are recoverable from the observable data to estimate covariate effects. The TPM estimator is consistent for the counter factual of interest when selection between the parts is endogenous because the unobservable parameter is multiplied by zero.

Technical Details

RePEc Handle
repec:eee:ecolet:v:152:y:2017:i:c:p:71-72
Journal Field
General
Author Count
1
Added to Database
2026-01-25