Combining moment estimates of a parameter common through strata

Abstract

A method for combining moment estimates of a parameter common through strata is developed, which derives new and known examples including the Mantel-Haenszel estimator. The method is based on the theory of an unbiased estimating equation developed by Godambe and his coworkers. Other interpretations of the proposed method, such as an extension of the quasi- likelihood function, are also given.