On the weighted maximum likelihood estimator for endogenous stratified samples when the population strata probabilities are unknown

Ramalho, Esmeralda A.; Ramalho, Joaquim J.S.

http://hdl.handle.net/10400.5/29332

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Authors

Ramalho, Esmeralda A.

Ramalho, Joaquim J.S.

Abstract(s)

The popular weighted maximum likelihood estimator for endogenous stratified samples requires knowledge on the population proportions of each stratum. In this paper we extend their estimator for cases where such information is not available.

Keywords

GMM Estimation Monte Carlo Simulation Probabilities

URI

http://hdl.handle.net/10400.5/29332

Citation

Ramalho, Esmeralda A. and Joaquim J.S. Ramalho. (2007). “On the weighted maximum likelihood estimator for endogenous stratified samples when the population strata probabilities are unknown”. Applied Economics Letters, Vol. 14: pp. 171–174. (Search PDF in 2023).