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

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  • Joaquim J.S. Ramalho

    ()
    (Department of Economics, University of Évora)

  • Esmeralda A. Ramalho

    ()
    (Department of Economics, University of Évora)

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.

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File URL: http://hdl.handle.net/10174/8420
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Bibliographic Info

Paper provided by University of Évora, Department of Economics (Portugal) in its series Economics Working Papers with number 6_2005.

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Length: 18 pages
Date of creation: 2005
Date of revision:
Handle: RePEc:evo:wpecon:6_2005

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Keywords: Stratified Sampling; Empirical Likelihood; Weighted Estimation; Auxiliary Information;

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