Two-step Empirical Likelihood Estimation under Stratified Sampling when Aggregate Information is Available

Detalhes bibliográficos
Autor(a) principal: Ramalho, Joaquim J.S.
Data de Publicação: 2005
Outros Autores: Ramalho, Esmeralda A.
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/10174/8420
Resumo: Empirical likelihood (EL) is appropriate to estimate moment condition models when a random sample from the target population is available. However, many economic surveys are subject to some form of stratification, in which case direct application of EL will produce inconsistent estimators. In this paper we propose a two-step EL (TSEL) estimator to deal with stratified samples in models defined by unconditional moment restrictions in presence of some aggregate information, which may consist, for example, of the mean and the variance of the variable of interest and/or the explanatory variables. A Monte Carlo simulation study reveals promising results for many versions of the TSEL estimator.
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spelling Two-step Empirical Likelihood Estimation under Stratified Sampling when Aggregate Information is AvailableStratified SamplingEmpirical LikelihoodWeighted EstimationAuxiliary InformationEmpirical likelihood (EL) is appropriate to estimate moment condition models when a random sample from the target population is available. However, many economic surveys are subject to some form of stratification, in which case direct application of EL will produce inconsistent estimators. In this paper we propose a two-step EL (TSEL) estimator to deal with stratified samples in models defined by unconditional moment restrictions in presence of some aggregate information, which may consist, for example, of the mean and the variance of the variable of interest and/or the explanatory variables. A Monte Carlo simulation study reveals promising results for many versions of the TSEL estimator.2013-04-03T11:29:27Z2013-04-032005-01-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articlehttp://hdl.handle.net/10174/8420http://hdl.handle.net/10174/8420engRamalho, J.J.S. e E.A.Ramalho (2005), Two-step Empirical Likelihood Estimation under Stratified Sampling when Aggregate Information is Available, Documento de Trabalho nº 2005/06, Universidade de Évora, Departamento de Economia.18jsr@uevora.ptela@uevora.ptC13, C516_2005Department of Economics, University of ÉvoraDepartment of Economics, University of ÉvoraRamalho, Joaquim J.S.Ramalho, Esmeralda A.info: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:RCAAP2024-01-03T18:49:25Zoai:dspace.uevora.pt:10174/8420Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-20T01:02:40.646216Repositório 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 Two-step Empirical Likelihood Estimation under Stratified Sampling when Aggregate Information is Available
title Two-step Empirical Likelihood Estimation under Stratified Sampling when Aggregate Information is Available
spellingShingle Two-step Empirical Likelihood Estimation under Stratified Sampling when Aggregate Information is Available
Ramalho, Joaquim J.S.
Stratified Sampling
Empirical Likelihood
Weighted Estimation
Auxiliary Information
title_short Two-step Empirical Likelihood Estimation under Stratified Sampling when Aggregate Information is Available
title_full Two-step Empirical Likelihood Estimation under Stratified Sampling when Aggregate Information is Available
title_fullStr Two-step Empirical Likelihood Estimation under Stratified Sampling when Aggregate Information is Available
title_full_unstemmed Two-step Empirical Likelihood Estimation under Stratified Sampling when Aggregate Information is Available
title_sort Two-step Empirical Likelihood Estimation under Stratified Sampling when Aggregate Information is Available
author Ramalho, Joaquim J.S.
author_facet Ramalho, Joaquim J.S.
Ramalho, Esmeralda A.
author_role author
author2 Ramalho, Esmeralda A.
author2_role author
dc.contributor.author.fl_str_mv Ramalho, Joaquim J.S.
Ramalho, Esmeralda A.
dc.subject.por.fl_str_mv Stratified Sampling
Empirical Likelihood
Weighted Estimation
Auxiliary Information
topic Stratified Sampling
Empirical Likelihood
Weighted Estimation
Auxiliary Information
description Empirical likelihood (EL) is appropriate to estimate moment condition models when a random sample from the target population is available. However, many economic surveys are subject to some form of stratification, in which case direct application of EL will produce inconsistent estimators. In this paper we propose a two-step EL (TSEL) estimator to deal with stratified samples in models defined by unconditional moment restrictions in presence of some aggregate information, which may consist, for example, of the mean and the variance of the variable of interest and/or the explanatory variables. A Monte Carlo simulation study reveals promising results for many versions of the TSEL estimator.
publishDate 2005
dc.date.none.fl_str_mv 2005-01-01T00:00:00Z
2013-04-03T11:29:27Z
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/10174/8420
http://hdl.handle.net/10174/8420
url http://hdl.handle.net/10174/8420
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv Ramalho, J.J.S. e E.A.Ramalho (2005), Two-step Empirical Likelihood Estimation under Stratified Sampling when Aggregate Information is Available, Documento de Trabalho nº 2005/06, Universidade de Évora, Departamento de Economia.
18
jsr@uevora.pt
ela@uevora.pt
C13, C51
6_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
dc.source.none.fl_str_mv reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron:RCAAP
instname_str Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron_str RCAAP
institution RCAAP
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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