Inference in conditional moment restriction models when there is selection due to stratification
| Autor: | Andreï Kostyrka, Antonio Cosma, Gautam Tripathi |
|---|---|
| Jazyk: | angličtina |
| Rok vydání: | 2019 |
| Předmět: |
Principal stratification
05 social sciences Inference Estimator Settore SECS-P/05 - Econometria Conditional moment models Smoothed empirical likelihood 01 natural sciences Stratification (mathematics) Probability sampling Stratification Variable probability sampling Stratified sampling 010104 statistics & probability Empirical likelihood 0502 economics and business Statistics Econometrics 0101 mathematics 050205 econometrics Mathematics Generalized method of moments |
| Popis: | We show how to use a smoothed empirical likelihood approach to conduct efficient semiparametric inference in models characterized as conditional moment equalities when data are 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. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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