Nonparametric kernal estimation methods using complex survey data
Auteurs: Luc Clair
Aperçu
Résumé (français)
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Résumé (anglais)
This dissertation provides a thorough overview of the use of nonparametric estimation methods for analyzing data collected by complex sampling plans. Applied econometric analysis is often performed using data collected from large-scale surveys, which use complex sampling plans in order to reduce administrative costs and increase the estimation efficiency for subgroups of the population. These sampling plans result in unequal inclusion probabilities across units in the population. If one is interested in estimating descriptive statistics, it is highly recommended that one uses an estimator that weights each observation by the inverse of the unit’s probability of being included in the sample. If one is interested in estimating causal effects, a weighted estimator should be used if the sampling criterion is correlated with the error term. The sampling criterion is the variable used to design the sampling scheme. If it is correlated with the error term, sampling is said to be endogenous and, if ignored, leads to inconsistent estimation. I consider three distinct probability weighted estimators: i) a nonparametric kernel regression estimator; ii) a conditional probability distribution function estimator; and iii) a nonparametric instrumental variable regression estimator.
Détails
Type | Thèse de doctorat |
---|---|
Auteur | Luc Clair |
Année de pulication | 2017 |
Titre | Nonparametric kernal estimation methods using complex survey data |
Ville | Hamilton, ON |
Département | Department of Economics |
Université | McMaster University |
Langue de publication | Anglais |
- Luc Clair
- Nonparametric kernal estimation methods using complex survey data
- Luc Clair
- McMaster University
- 2017