Angelo Secchi wrote: > Hi, > I'm using the ineq package to calculate some concentration measures (Gini, Herfindal, ...) and I was wondering if there's around also a function to calculate standard error on these measures. If not, is anybody aware of where I can find a reference on this point? > Thanks. >
There are several suggestions for estimating the variance of the Gini coefficient:a literature search should reveal some suggestions. If the sampling design is complex, you may be best off using a resampling method, such as bootstrap. Here are a few references: @Article{nayakandgastwirth1989, Author = {Tapan K Nayak and Joseph L Gastwirth}, Title = {The use of diversity analysis to assess the relative influence of factors affecting the income distribution}, Journal = {Journal of Business \& Economic Statistics}, Volume = {7}, Pages = {453--460}, subject = {Asymptotic distribution Diversity measure Gini index U statistic Utility function}, year = 1989, month = oct, } @Article{sandstromwretmanandwalden1988a, Author = {Arne Sandström and Jan Wretman and Bertil Walden}, Title = {Variance estimators of the Gini coefficient - probability sampling}, Journal = {Journal of Business \& Economic Statistics}, Volume = {6}, Pages = {113--119}, subject = {Simulations}, year = 1988, month = jan, } @Article{davidsonandduclos1997, Author = {Russell Davidson and Jean-Yves Duclos}, Title = {Statistical inference for the measurement of the incidence of taxes and transfers}, Journal = {Econometrica}, Volume = {65}, Number = {6}, Pages = {1453--1465}, month = {November}, year = 1997, } cheers, markus -- Markus Jantti Abo Akademi University [EMAIL PROTECTED] http://www.iki.fi/~mjantti ########################################### This message has been scanned by F-Secure Anti-Virus for Mic...{{dropped}} ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html