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dc.contributor.authorVance, Colinen_US
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.relation.ispartofseriesRWI Discussion Papers 39en_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
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Publikationen von Forscherinnen und Forschern des RWI

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