Title of article
Asymptotic inference from multi-stage samples
Author/Authors
Bhattacharya، نويسنده , , Debopam، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 2005
Pages
27
From page
145
To page
171
Abstract
I develop a GMM-based framework for asymptotic inference to analyze data from surveys whose designs involve stratification and clustering. I set up the estimation problem, derive the appropriate asymptotic distribution theory as the number of clusters per stratum tends to infinity and compute asymptotic standard errors that are robust to sample-design effects. The analysis is then extended to nonparametric regression and to semiparametric estimation based on U-processes. Empirical illustrations are provided using consumption expenditure data from the complexly designed Indian national household survey.
Keywords
Generalized Method of Moments , Nonparametric estimation , U-statistics , Stratification , Clustering
Journal title
Journal of Econometrics
Serial Year
2005
Journal title
Journal of Econometrics
Record number
1558717
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