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On the weighted maximum likelihood estimator for endogenous stratified samples when the population strata probabilities are unknown

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  • Esmeralda Ramalho
  • Joaquim Ramalho

Abstract

The popular weighted maximum likelihood estimator for endogenous stratified samples requires knowledge on the population proportions of each stratum. In this paper we extend their estimator for cases where such information is not available.

Suggested Citation

  • Esmeralda Ramalho & Joaquim Ramalho, 2007. "On the weighted maximum likelihood estimator for endogenous stratified samples when the population strata probabilities are unknown," Applied Economics Letters, Taylor & Francis Journals, vol. 14(3), pages 171-174.
    • Handle: RePEc:taf:apeclt:v:14:y:2007:i:3:p:171-174
    DOI: 10.1080/13504850500426194
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    1. Artis, Manuel & Ayuso, Mercedes & Guillen, Montserrat, 1999. "Modelling different types of automobile insurance fraud behaviour in the Spanish market," Insurance: Mathematics and Economics, Elsevier, vol. 24(1-2), pages 67-81, March.
    2. Kitamura, Ryuichi & Yamamoto, Toshiyuki & Sakai, Hiromu, 2003. "A methodology for weighting observations from complex endogenous sampling," Transportation Research Part B: Methodological, Elsevier, vol. 37(4), pages 387-401, May.
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    4. Early, Dirk W., 1999. "A Microeconomic Analysis of Homelessness: An Empirical Investigation Using Choice-Based Sampling," Journal of Housing Economics, Elsevier, vol. 8(4), pages 312-327, December.
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