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dc.contributor.authorVance, Colinen_US
dc.date.accessioned2009-01-28T15:48:50Z-
dc.date.available2009-01-28T15:48:50Z-
dc.date.issued2006en_US
dc.identifier.urihttp://hdl.handle.net/10419/18590-
dc.description.abstractThis paper illustrates two techniques for calculating the statistical significance of the marginal effects derived from Heckman?s sample selection model,an increasingly common econometric specification in political science. The discussion draws on an analysis by Sweeney (2003) of the incidence and intensity of interstate disputes. After replicating his results, the paper presents the delta method and the nonparametric bootstrap as alternative techniques for obtaining standard errors of the marginal effects, which themselves are calculated from a transformation of the model parameters.The analysis reveals two variables for which misleading inferences are drawn with respect to the precision of the estimated coefficients in the original study, suggesting that significance testing of the derived marginal effects is warranted.en_US
dc.language.isoengen_US
dc.publisheren_US
dc.relation.ispartofseriesRWI Discussion Papers 39en_US
dc.subject.jelC34en_US
dc.subject.jelC12en_US
dc.subject.ddc330en_US
dc.subject.keywordHeckman modelen_US
dc.subject.keywordstatistical significanceen_US
dc.subject.keyworddelta methoden_US
dc.subject.keywordnonparametric bootstrapen_US
dc.subject.keyworddispute severityen_US
dc.titleMarginal effects and significance testing with Heckman's sample selection model: a methodological noteen_US
dc.typeWorking Paperen_US
dc.identifier.ppn511472765en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungen-
Appears in Collections:Publikationen von Forscherinnen und Forschern des RWI
RWI Discussion Papers

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