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Application of the simultaneous least squares-probit Nelson–Olson covariance estimator for stratified surveys

Author

Listed:
  • Lambert, D.M.
  • Cho, S.H.
  • Jung, S.

Abstract

The Nelson–Olsen covariance estimator of the simultaneous least squares-probit model is adjusted to accommodate probability based stratified surveys. A simultaneous model of body mass and the propensity to exercise provides an empirical example using stratified survey data.

Suggested Citation

  • Lambert, D.M. & Cho, S.H. & Jung, S., 2012. "Application of the simultaneous least squares-probit Nelson–Olson covariance estimator for stratified surveys," Economics Letters, Elsevier, vol. 116(3), pages 519-522.
    • Handle: RePEc:eee:ecolet:v:116:y:2012:i:3:p:519-522
    DOI: 10.1016/j.econlet.2012.04.019
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    References listed on IDEAS

    as
    1. Seong-Hoon Cho & Dayton Lambert & Hyun Kim & Seung Kim, 2009. "Overweight Korean Adolescents and Academic Achievement," Journal of Family and Economic Issues, Springer, vol. 30(2), pages 126-136, June.
    2. White, Halbert, 1980. "A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity," Econometrica, Econometric Society, vol. 48(4), pages 817-838, May.
    3. Omar M. G. Keshk, 2003. "CDSIMEQ: A program to implement two-stage probit least squares," Stata Journal, StataCorp LP, vol. 3(2), pages 157-167, June.
    Full references (including those not matched with items on IDEAS)

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    More about this item

    Keywords

    Complex stratified surveys; Covariance estimation; Nelson–Olsen; Simultaneous least squares probit;
    All these keywords.

    JEL classification:

    • C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
    • C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
    • C8 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs

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