Application of the simultaneous least squares-probit Nelson–Olson covariance estimator for stratified surveys

The Nelson–Olsen covariance estimator of the simultaneous least squares-probit model is adjusted to accommodate probability based stratified surveys. A simultaneous model of body mass and the propensity to exercise provides an empirical example using stratified survey data.

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Year of publication:	2012
Authors:	Lambert, D.M. ; Cho, S.H. ; Jung, S.
Published in:	Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 116.2012, 3, p. 519-522
Publisher:	Elsevier
Subject:	Complex stratified surveys \| Covariance estimation \| Nelson–Olsen \| Simultaneous least squares probit

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Type of publication:	Article
Classification:	C1 - Econometric and Statistical Methods: General ; C3 - Econometric Methods: Multiple/Simultaneous Equation Models ; C8 - Data Collection and Data Estimation Methodology; Computer Programs
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010594113