Conditional moment models; Smoothed empirical likelihood; Stratification; Variable probability sampling; Endogenous and exogenous stratification; Generalized method of moments
Abstract :
[en] We show how to use a smoothed empirical likelihood approach to conduct efficient semiparametric inference
in models characterized as conditional moment equalities when data is collected by variable probability sampling.
Results from a simulation experiment suggest that the smoothed empirical likelihood based estimator can estimate
the model parameters very well in small to moderately sized stratified samples.
Disciplines :
Quantitative methods in economics & management
Author, co-author :
Cosma, Antonio ; University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Center for Research in Economic Analysis (CREA)
Kostyrka, André ; University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Center for Research in Economic Analysis (CREA)
Tripathi, Gautam ; University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Center for Research in Economic Analysis (CREA)
External co-authors :
no
Language :
English
Title :
Inference in Conditional Moment Restriction Models When there is Selection Due to Stratification
