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Moment Based Inference with Stratified Data

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Author Info
Gautam Tripathi (University of Connecticut)

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Abstract

Many datasets used by economists and other social scientists are collected by stratified sampling. The sampling scheme used to collect the data induces a probability distribution on the observed sample that differs from the target or underlying distribution for which inference is to be made. If this effect is not taken into account, subsequent statistical inference can be seriously biased. This paper shows how to do efficient semiparametric inference in moment restriction models when data from the target population is collected by three widely used sampling schemes: variable probability sampling, multinomial sampling, and standard stratified sampling.

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Publisher Info
Paper provided by University of Connecticut, Department of Economics in its series Working papers with number 2005-38.

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Length: 28 pages
Date of creation: Sep 2005
Date of revision: Jan 2007
Handle: RePEc:uct:uconnp:2005-38

Note: I thank the co-editors and two anonymous referees for comments that greatly improved this paper. I also thank Paul Devereux and seminar participants at several universities for helpful suggestions and conversations. Financial support for this project from NSF grant SES-0214081 is gratefully acknowledged.
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Related research
Keywords: Empirical likelihood; Moment conditions; Stratified sampling.;

Find related papers by JEL classification:
C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Semiparametric and Nonparametric Methods

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Cited by:
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  1. Daniel Egel & Bryan S. Graham & Cristine Campos de Xavier Pinto, 2008. "Inverse Probability Tilting and Missing Data Problems," NBER Working Papers 13981, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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This page was last updated on 2009-11-24.


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