Bias-corrected Moment-based Estimators for Parametric Models under Endogenous Stratified Sampling

Detalhes bibliográficos
Autor(a) principal: Ramalho, Joaquim J.S.
Data de Publicação: 2005
Outros Autores: Ramalho, Esmeralda
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/10174/8433
Resumo: This paper provides an integrated approach for estimating parametric models from endogenous stratified samples. We discuss several alternative ways of removing the bias of the moment indicators usually employed under random sampling for estimating the parameters of the structural model and the proportion of the strata in the population. Those alternatives give rise to a bunch of moment-based estimators which are appropriate for both cases where the marginal strata probabilities are known and unknown. The derivation of our estimators is very simple and intuitive and incorporates as particular cases most of the likelihood-based estimators existing in the literature.
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spelling Bias-corrected Moment-based Estimators for Parametric Models under Endogenous Stratified SamplingEndogenous Stratified SamplingBias correctionGMMParametric modelsThis paper provides an integrated approach for estimating parametric models from endogenous stratified samples. We discuss several alternative ways of removing the bias of the moment indicators usually employed under random sampling for estimating the parameters of the structural model and the proportion of the strata in the population. Those alternatives give rise to a bunch of moment-based estimators which are appropriate for both cases where the marginal strata probabilities are known and unknown. The derivation of our estimators is very simple and intuitive and incorporates as particular cases most of the likelihood-based estimators existing in the literature.2013-04-03T11:29:32Z2013-04-032005-01-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articlehttp://hdl.handle.net/10174/8433http://hdl.handle.net/10174/8433engRamalho, J.J.S. e E.A.Ramalho (2005), Bias-corrected Moment-based Estimators for Parametric Models under Endogenous Stratified Sampling, Documento de Trabalho nº 2005/11, Universidade de Évora, Departamento de Economia.29jsr@uevora.ptela@uevora.ptC1311_2005Department of Economics, University of ÉvoraDepartment of Economics, University of ÉvoraRamalho, Joaquim J.S.Ramalho, Esmeraldainfo:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2024-01-03T18:49:26Zoai:dspace.uevora.pt:10174/8433Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-20T01:02:41.213187Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse
dc.title.none.fl_str_mv Bias-corrected Moment-based Estimators for Parametric Models under Endogenous Stratified Sampling
title Bias-corrected Moment-based Estimators for Parametric Models under Endogenous Stratified Sampling
spellingShingle Bias-corrected Moment-based Estimators for Parametric Models under Endogenous Stratified Sampling
Ramalho, Joaquim J.S.
Endogenous Stratified Sampling
Bias correction
GMM
Parametric models
title_short Bias-corrected Moment-based Estimators for Parametric Models under Endogenous Stratified Sampling
title_full Bias-corrected Moment-based Estimators for Parametric Models under Endogenous Stratified Sampling
title_fullStr Bias-corrected Moment-based Estimators for Parametric Models under Endogenous Stratified Sampling
title_full_unstemmed Bias-corrected Moment-based Estimators for Parametric Models under Endogenous Stratified Sampling
title_sort Bias-corrected Moment-based Estimators for Parametric Models under Endogenous Stratified Sampling
author Ramalho, Joaquim J.S.
author_facet Ramalho, Joaquim J.S.
Ramalho, Esmeralda
author_role author
author2 Ramalho, Esmeralda
author2_role author
dc.contributor.author.fl_str_mv Ramalho, Joaquim J.S.
Ramalho, Esmeralda
dc.subject.por.fl_str_mv Endogenous Stratified Sampling
Bias correction
GMM
Parametric models
topic Endogenous Stratified Sampling
Bias correction
GMM
Parametric models
description This paper provides an integrated approach for estimating parametric models from endogenous stratified samples. We discuss several alternative ways of removing the bias of the moment indicators usually employed under random sampling for estimating the parameters of the structural model and the proportion of the strata in the population. Those alternatives give rise to a bunch of moment-based estimators which are appropriate for both cases where the marginal strata probabilities are known and unknown. The derivation of our estimators is very simple and intuitive and incorporates as particular cases most of the likelihood-based estimators existing in the literature.
publishDate 2005
dc.date.none.fl_str_mv 2005-01-01T00:00:00Z
2013-04-03T11:29:32Z
2013-04-03
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10174/8433
http://hdl.handle.net/10174/8433
url http://hdl.handle.net/10174/8433
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv Ramalho, J.J.S. e E.A.Ramalho (2005), Bias-corrected Moment-based Estimators for Parametric Models under Endogenous Stratified Sampling, Documento de Trabalho nº 2005/11, Universidade de Évora, Departamento de Economia.
29
jsr@uevora.pt
ela@uevora.pt
C13
11_2005
Department of Economics, University of Évora
Department of Economics, University of Évora
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
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instacron:RCAAP
instname_str Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
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reponame_str Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
collection Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
repository.name.fl_str_mv Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
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