An empirical likelihood approach to data analysis under two-stage sampling designs |
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Authors: | Ming ZhengWen Yu |
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Institution: | Department of Statistics, School of Management, Fudan University, Shanghai 200433, PR China |
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Abstract: | A new empirical likelihood approach is developed to analyze data from two-stage sampling designs, in which a primary sample of rough or proxy measures for the variables of interest and a validation subsample of exact information are available. The validation sample is assumed to be a simple random subsample from the primary one. The proposed empirical likelihood approach is capable of utilizing all the information from both the specific models and the two available samples flexibly. It maintains some nice features of the empirical likelihood method and improves the asymptotic efficiency of the existing inferential procedures. The asymptotic properties are derived for the new approach. Some numerical studies are carried out to assess the finite sample performance. |
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Keywords: | primary 62G05 secondary 62G20 |
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