Inference in Conditional Moment Restriction Models When there is Selection Due to Stratification

in Huynh, Kim P.; Jacho-Chávez, David T.; Tripathi, Gautam (Eds.) The Econometrics of Complex Survey Data (2019)

We show how to use a smoothed empirical likelihood approach to conduct efficient semiparametric inference in models characterized as conditional moment equalities when data is collected by variable ... [more ▼]

We show how to use a smoothed empirical likelihood approach to conduct efficient semiparametric inference in models characterized as conditional moment equalities when data is collected by variable probability sampling. Results from a simulation experiment suggest that the smoothed empirical likelihood based estimator can estimate the model parameters very well in small to moderately sized stratified samples. [less ▲]