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Publication Detailed Description
Bias-corrected moment-based estimators for parametric models under endogenous stratified sampling
Journal Title
Econometric Reviews
Year (definitive publication)
2006
Language
English
Country
United States of America
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Abstract
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 number of moment-based estimators that 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 previously suggested by other authors.
Acknowledgements
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Keywords
Bias correction,Endogenous stratified sampling,GMM,Parametric models
Fields of Science and Technology Classification
- Mathematics - Natural Sciences
- Economics and Business - Social Sciences
- Sociology - Social Sciences
