Asymptotic inference from multi-stage samples

DOI10.1016/J.JECONOM.2004.01.002MaRDI QIDQ262753zbMATH OpenOpenAlexFDO

Authors Debopam Bhattacharya

Publication date 30 March 2016

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jeconom.2004.01.002

zbMATH Keywords

clusteringnonparametric estimationgeneralized method of momentsU-statisticsstratification

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to economics (62P20) Sampling theory, sample surveys (62D05)

Recommendations

• Asymptotic results for GEE with data from complex surveys
• Robust inferences from random clustered samples: an application using data from the panel study of income dynamics.
• MOMENT-BASED INFERENCE WITH STRATIFIED DATA
• Asymptotic theory for clustered samples
• Generalized method of moments (GMM) based inference with stratified samples when the aggregate shares are known

Cites work

• scientific article; zbMATH DE number 3549966 (Why is no real title available?)
• An Efficient Method of Moments Estimator for Discrete Choice Models With Choice-Based Sampling
• Asymptotic Properties of Weighted M-estimators for variable probability samples
• Asymptotic properties of weighted \(M\)-estimators for standard stratified samples.
• Distribution-Free Statistical Inference with Lorenz Curves and Income Shares
• Efficient estimation and stratified sampling
• GMM estimation with cross sectional dependence
• Maximal inequalities for degenerate \(U\)-processes with applications to optimization estimators
• Maximum Likelihood Estimator for Choice-Based Samples
• NONPARAMETRIC ESTIMATORS FOR TIME SERIES
• Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator
• OLS Estimation in a Model Where a Microvariable is Explained by Aggregates and Contemporaneous Disturbances are Equicorrelated
• Pairwise difference estimators of censored and truncated regression models
• Random group effects and the precision of regression estimates
• Regression Analysis of Data from a Cluster Sample
• Simulation and the Asymptotics of Optimization Estimators
• Testing Lorenz Curves with Non-Simple Random Samples
• The Estimation of Choice Probabilities from Choice Based Samples
• Using Sample Survey Weights in Multiple Regression Analyses of Stratified Samples

Cited in

(13)

• Inference on inequality from household survey data
• Comparison of Gini indices using sequential approach: Application to the U.S. Small Business Administration data
• Consistent tests for poverty dominance relations
• On the estimation of the Lorenz curve under complex sampling designs
• Asymptotic results for GEE with data from complex surveys
• Asymptotic properties of duration-based VaR backtests
• Asymptotic theory for clustered samples
• Adaptive inference for multi-stage survey data
• Quantile regression with clustered data
• Asymptotics of forced-in variables from screening processes
• Survey weighted estimating equation inference with nuisance functionals
• Estimation and Inference of Distributional Partial Effects: Theory and Application
• Permutation Tests for Comparing Inequality Measures

This page was built for publication: Asymptotic inference from multi-stage samples

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q262753)