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

Applied Economics Letters

Volumn 14, Issue 3, 2007, Pages 171-174

  Ramalho, Esmeralda A ^a   Ramalho, Joaquim J S ^a  

^a UNIVERSITY OF ÉVORA   (Portugal)

Author keywords

[No Author keywords available]

Indexed keywords

ESTIMATION METHOD; MAXIMUM LIKELIHOOD ANALYSIS;

EID: 33847267193     PISSN: 13504851     EISSN: 14664291     Source Type: Journal    
DOI: 10.1080/13504850500426194     Document Type: Article

References (8)

1. Artis, M., Ayuso, M. and Guillén, M. (1999) Modelling different types of automobile insurance fraud behaviour in the spanish market. Insurance: Mathematics and Economics, 24, pp. 67-81.
2. Cosslett, S. (1981) Efficient estimation of discrete-choice models. Structural Analysis of Discrete Data with Econometric Applications, pp. 51-111. The MIT Press, Cambridge
3. Early, DW (1999) A microeconomic analysis of homelessness: An empirical investigation using choice-based sampling. Journal of Housing Economics, 8, pp. 312-327.
4. Imbens, GW and Lancaster, T. (1996) Efficient estimation and stratified sampling. Journal of Econometrics, 74, pp. 289-318.
5. Kitamura, R., Yamamoto, T. and Sakai, H. (2003) A methodology for weighting observations from complex endogenous sampling. Transportation Research Part B, 37, pp. 387-401.
6. Manski, C. and Lerman, S. (1977) The estimation of choice probabilities from choice based samples. Econometrica, 45, pp. 1977-1988.
7. Manski, C. and McFadden, D. (1981) Alternative estimators and sample designs for discrete choice analysis. Structural Analysis of Discrete Data with Econometric Applications, pp. 2-50. The MIT Press, Cambridge
8. Newey, WK and McFadden, D. (1994) Large sample estimation and hypothesis testing. Handbook of Econometrics, 4, pp. 2111-2245. Elsevier Science, Amsterdam