rose214 发表于 2010-11-2 09:58 
如题,这两个问题都用到了两阶段回归?两者有区别吗?另外,Prob模型的回归中,要用Z统计量吗?要用卡方双侧检验吗?
Do you mean Heckman type of self selection/Incidental Truncation? If Yes. You can find the topic in Greene's Book "Econometric Analysis" Chap 22.
Part of contents
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22.4 The Sample Selection Model 780
22.4.1 Incidental Truncation in a Bivariate Distribution 781
22.4.2 Regression in a Model of Selection 782
22.4.3 Estimation 784
22.4.4 Treatment Effects 787
22.4.5 The Normality Assumption 789
22.4.6 Selection in Qualitative Response Models 790