 Semiparametric analysis in double-sampling designs via empirical likelihoodWen Yu Journal of Multivariate Analysis, 2011, vol. 102, issue 9, 1302-1314 Abstract: Double-sampling designs are commonly used in real applications when it is infeasible to collect exact measurements on all variables of interest. Two samples, a primary sample on proxy measures and a validation subsample on exact measures, are available in these designs. We assume that the validation sample is drawn from the primary sample by the Bernoulli sampling with equal selection probability. An empirical likelihood based approach is proposed to estimate the parameters of interest. By allowing the number of constraints to grow as the sample size goes to infinity, the resulting maximum empirical likelihood estimator is asymptotically normal and its limiting variance-covariance matrix reaches the semiparametric efficiency bound. Moreover, the Wilks-type result of convergence to chi-squared distribution for the empirical likelihood ratio based test is established. Some simulation studies are carried out to assess the finite sample performances of the new approach. Keywords: Doubling; sampling; Empirical; likelihood; Growing; constraints; Missing; completely; at; random; Semiparametric; efficiency; Wilks; theorem (search for similar items in EconPapers) Downloads: (external link) Related works: Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:102:y:2011:i:9:p:1302-1314 Ordering information: This journal article can be ordered from Access Statistics for this article Journal of Multivariate Analysis is currently edited by de Leeuw, J. More articles in Journal of Multivariate Analysis from Elsevier |
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