Distribution Regression with Sample Selection and UK Wage Decomposition

• 成果类型: Article; Early Access
• 署名作者: Chernozhukov, Victor; Fernandez-Val, Ivan; Luo, Siyi
• 署名单位: Massachusetts Institute of Technology (MIT); Boston University
• 刊物名称: JOURNAL OF POLITICAL ECONOMY
• ISSN/ISSBN: 0022-3808
• DOI: 10.1086/738148
• 发表日期: 2025
• 关键词: semiparametric estimation; models; inference; estimator; BIAS; gap

摘要

We develop a distribution regression model under endogenous sample selection. This model is a semiparametric generalization of the Heckman selection model, which accommodates much richer patterns of heterogeneity in the effect of covariates and selection process and allows for departures from Gaussian errors while maintaining the same level of tractability. The model applies to continuous, discrete, and mixed outcomes. We provide identification, estimation, and inference methods and apply them to obtain wage decompositions in the United Kingdom. Here we decompose the difference between the male and female wage distributions into composition, wage structure, selection structure, and selection sorting effects.