Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
9555374 | Journal of Econometrics | 2005 | 27 Pages |
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
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Debopam Bhattacharya,