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.

(2019). Inference in conditional moment restriction models when there is selection due to stratification . Retrieved from https://hdl.handle.net/10446/239351

Inference in conditional moment restriction models when there is selection due to stratification

Cosma, Antonio;
2019-01-01

Abstract

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.
2019
Cosma, Antonio; Kostyrka, Andreï V.; Tripathi, Gautam
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10446/239351
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