Efficient estimation and stratified sampling

被引：93
|
作者：
Imbens, GW [1 ]
Lancaster, T [1 ]
机构：
[1] BROWN UNIV,DEPT ECON,PROVIDENCE,RI 02912
来源：
JOURNAL OF ECONOMETRICS | 1996年 / 74卷 / 02期
基金：
美国国家科学基金会;
关键词：
stratified sampling; endogenous sampling;
D O I：
10.1016/0304-4076(95)01756-9
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
In this paper we investigate estimation of a class of semi-parametric models. The part of the model that is not specified is the marginal distribution of the explanatory variables. The sampling is stratified on the dependent variables, implying that the explanatory variables are no longer exogenous or ancillary. We develop a new estimator for this estimation problem and show that it achieves the semi-parametric efficiency bound for this case. In addition we show that the estimator applies to a number of sampling schemes that have previously been treated separately.
引用
收藏
页码：289 / 318
页数：30
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