IDEAS home Printed from
   My bibliography  Save this paper

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


  • Joaquim J.S. Ramalho

    () (Department of Economics, University of Évora)

  • Esmeralda A. Ramalho

    () (Department of Economics, University of Évora)


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.

Suggested Citation

  • Joaquim J.S. Ramalho & Esmeralda A. Ramalho, 2005. "Two-step Empirical Likelihood Estimation under Stratified Sampling when Aggregate Information is Available," Economics Working Papers 6_2005, University of Évora, Department of Economics (Portugal).
  • Handle: RePEc:evo:wpecon:6_2005

    Download full text from publisher

    File URL:
    Download Restriction: no

    Other versions of this item:

    References listed on IDEAS

    1. Ellis, Christopher J & Thoma, Mark A, 1991. "Partisan Effects in Economies with Variable Electoral Terms," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 23(4), pages 728-741, November.
    2. Alberto Alesina & Nouriel Roubini & Gerald D. Cohen, 1997. "Political Cycles and the Macroeconomy," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262510944, January.
    3. Milesi-Ferretti, Gian Maria & Spolaore, Enrico, 1994. "How cynical can an incumbent be? Strategic policy in a model of government spending," Journal of Public Economics, Elsevier, vol. 55(1), pages 121-140, September.
    4. Cargill, Thomas F & Hutchison, Michael M, 1991. "Political Business Cycles with Endogenous Election Timing: Evidence from Japan," The Review of Economics and Statistics, MIT Press, vol. 73(4), pages 733-739, November.
    Full references (including those not matched with items on IDEAS)


    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.

    Cited by:

    1. repec:spr:stmapp:v:26:y:2017:i:2:d:10.1007_s10260-016-0367-6 is not listed on IDEAS
    2. Bayram, Deniz & Dayé, Modeste, 2014. "Asymptotic Properties of the Weighted Least Squares Estimator Under Moments Restriction," MPRA Paper 60465, University Library of Munich, Germany.

    More about this item


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

    JEL classification:

    • C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
    • C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation

    NEP fields

    This paper has been announced in the following NEP Reports:


    Access and download statistics


    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:evo:wpecon:6_2005. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Maria Aurora Murcho Galego). General contact details of provider: .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.