Bias-corrected Moment-based Estimators for Parametric Models under Endogenous Stratified Sampling
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 bunch of moment-based estimators which 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 existing in the literature.
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