A Generalized Heckman Model With Varying Sample Selection Bias and Dispersion Parameters

no code implementations • 3 Dec 2020 • Fernando de S. Bastos, Wagner Barreto-Souza, Marc G. Genton

We show that the non-robustness of the Heckman model may be due to the assumption of the constant sample selection bias parameter rather than the normality assumption.

Selection bias Methodology

Bessel regression model: Robustness to analyze bounded data

no code implementations • 11 Mar 2020 • Wagner Barreto-Souza, Vinícius D. Mayrink, Alexandre B. Simas

In this paper, we propose the bessel regression based on the univariate N-IG distribution, which is a robust alternative to the beta model.

Methodology Applications