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Bias-Corrected Moment-Based Estimators for Parametric Models Under Endogenous Stratified Sampling

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  • Esmeralda Ramalho
  • Joaquim Ramalho

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 number of moment-based estimators that 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 previously suggested by other authors.

Suggested Citation

  • Esmeralda Ramalho & Joaquim Ramalho, 2006. "Bias-Corrected Moment-Based Estimators for Parametric Models Under Endogenous Stratified Sampling," Econometric Reviews, Taylor & Francis Journals, vol. 25(4), pages 475-496.
  • Handle: RePEc:taf:emetrv:v:25:y:2006:i:4:p:475-496 DOI: 10.1080/07474930600972574
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    References listed on IDEAS

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    1. Esmeralda A. Ramalho & Richard J. Smith, 2013. "Discrete Choice Non-Response," Review of Economic Studies, Oxford University Press, pages 343-364.
    2. Whitney K. Newey & Richard J. Smith, 2004. "Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators," Econometrica, Econometric Society, vol. 72(1), pages 219-255, January.
    3. Manski, Charles F & Lerman, Steven R, 1977. "The Estimation of Choice Probabilities from Choice Based Samples," Econometrica, Econometric Society, vol. 45(8), pages 1977-1988, November.
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    Cited by:

    1. Ramalho Esmeralda A., 2010. "Covariate Measurement Error: Bias Reduction under Response-Based Sampling," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 14(4), pages 1-34, September.
    2. Prokhorov, Artem & Schmidt, Peter, 2009. "GMM redundancy results for general missing data problems," Journal of Econometrics, Elsevier, vol. 151(1), pages 47-55, July.

    More about this item

    Keywords

    Bias correction; Endogenous stratified sampling; GMM; Parametric models;

    JEL classification:

    • C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General

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