PUB - Publikationen an der Universität Bielefeld

Although sample selection bias is a frequent problem of applied research, there has been no generalization of sample selection models with binary dependent variables of interest to data with temporal error correlations. We suggest a generalized estimating equation approach to panel data selection models, considering binary responses in both equations. We demonstrate the utility of this model by a simulation study and by analyzing highly unbalanced annual panel data taken from the German Socio-Economic Panel Study covering two decades of Green party support.