Journal of Political Economy · 2025 · Victor Chernozhukov、Iván Fernández‐Val、Siyi Luo
中文摘要
我们构建了一个内生样本选择下的分布回归模型。该模型是Heckman选择模型的半参数推广。它能够容纳协变量对结果分布更为丰富的影响以及选择过程中更为多样的异质性模式，并允许对高斯误差结构的大幅偏离，同时保持与经典模型同等程度的可处理性。该模型适用于连续、离散以及混合结果。我们提供了识别、估计和推断方法，并将其应用于英国工资分解。在此，我们将男性与女性工资分布之间的差异分解为构成效应、工资结构效应、选择结构效应和选择排序效应。在控制了内生就业选择之后，我们仍然发现存在显著的性别工资差距——在（潜在的）报价工资分布上，未被构成效应解释的部分介于21%至40%之间。我们还发现单身男性存在正向排序、已婚女性存在负向排序，这在分布顶端解释了性别工资差距中的相当一部分。
Abstract
We develop a distribution regression model under endogenous sample selection. This model is a semi-parametric generalization of the Heckman selection model. It accommodates much richer effects of the covariates on outcome distribution and patterns of heterogeneity in the selection process, and allows for drastic departures from the Gaussian error structure, while maintaining the same level tractability as the classical model. The model applies to continuous, discrete and mixed outcomes. We provide identification, estimation, and inference methods, and apply them to obtain wage decomposition for the UK. Here we decompose the difference between the male and female wage distributions into composition, wage structure, selection structure, and selection sorting effects. After controlling for endogenous employment selection, we still find substantial gender wage gap – ranging from 21% to 40% throughout the (latent) offered wage distribution that is not explained by composition. We also uncover positive sorting for single men and negative sorting for married women that accounts for a substantive fraction of the gender wage gap at the top of the distribution.