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

Joaquim Ramalho () and Esmeralda Ramalho ()

Economics Working Papers from University of Évora, Department of Economics (Portugal)

Abstract: 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.

Keywords: Stratified Sampling; Empirical Likelihood; Weighted Estimation; Auxiliary Information (search for similar items in EconPapers)
JEL-codes: C13 C51 (search for similar items in EconPapers)
Pages: 18 pages
Date: 2005
New Economics Papers: this item is included in nep-ecm
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http://hdl.handle.net/10174/8420 (text/html)

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Journal Article: TWO‐STEP EMPIRICAL LIKELIHOOD ESTIMATION UNDER STRATIFIED SAMPLING WHEN AGGREGATE INFORMATION IS AVAILABLE* (2006)
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Persistent link: https://EconPapers.repec.org/RePEc:evo:wpecon:6_2005

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