Bias-corrected Moment-based Estimators for Parametric Models under Endogenous Stratified Sampling

Joaquim Ramalho (jjsro@iscte-iul.pt) and Esmeralda Ramalho (eramalho@iseg.ulisboa.pt)

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

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 bunch of moment-based estimators which 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 existing in the literature.

Keywords: Endogenous Stratified Sampling; Bias correction; GMM; Parametric models (search for similar items in EconPapers)
JEL-codes: C13 (search for similar items in EconPapers)
Pages: 29 pages
Date: 2005
New Economics Papers: this item is included in nep-ecm
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Persistent link: https://EconPapers.repec.org/RePEc:evo:wpecon:11_2005

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