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Variance Estimation for Generalized Entropy and Atkinson Inequality Indices: the Complex Survey Data Case

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  • Martin Biewen
  • Stephen P. Jenkins

Abstract

We derive the sampling variances of generalized entropy and Atkinson indices when estimated from complex survey data, and show how they can be calculated straightforwardly using widely available software. We also show that, when the same approach is used to derive variance formulae for the independent and identically distributed case, it leads to estimators that are simpler than those proposed before. Both cases are illustrated with a comparison of income inequality in Britain and Germany. Copyright 2006 Blackwell Publishing Ltd.

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Article provided by Department of Economics, University of Oxford in its journal Oxford Bulletin of Economics and Statistics.

Volume (Year): 68 (2006)
Issue (Month): 3 (06)
Pages: 371-383

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Handle: RePEc:bla:obuest:v:68:y:2006:i:3:p:371-383

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Cited by:
  1. Judith A. Clarke & Nilanjana Roy, 2010. "On Statistical Inference for Inequality Measures Calculated from Complex Survey Data," Econometrics Working Papers, Department of Economics, University of Victoria 1002, Department of Economics, University of Victoria.
  2. Jenkins, Stephen P. & Micklewright, John, 2007. "New Directions in the Analysis of Inequality and Poverty," IZA Discussion Papers 2814, Institute for the Study of Labor (IZA).
  3. Francesco Caracciolo & Fabio Gaetano Santeramo, 2013. "Price Trends and Income Inequalities: Will Sub-Saharan Africa Reduce the Gap?," African Development Review, African Development Bank, vol. 25(1), pages 42-54, 03.
  4. Tim Goedemé, 2013. "How much Confidence can we have in EU-SILC? Complex Sample Designs and the Standard Error of the Europe 2020 Poverty Indicators," Social Indicators Research, Springer, Springer, vol. 110(1), pages 89-110, January.
  5. repec:ese:iserwp:2009-04 is not listed on IDEAS
  6. Stephen P. Jenkins & Richard V. Burkhauser & Shuaizhang Feng & Jeff Larrimore, 2009. "Measuring inequality using Censored data: A multiple imputation approach," Working Papers 108, ECINEQ, Society for the Study of Economic Inequality.
  7. Judith A. Clarke & Ahmed A. Hoque, 2014. "On Variance Estimation for a Gini Coefficient Estimator Obtained from Complex Survey Data," Econometrics Working Papers, Department of Economics, University of Victoria 1401, Department of Economics, University of Victoria.
  8. Goedemé, Tim & Van den Bosch, Karel & Salanauskaite, Lina & Verbist, Gerlinde, 2013. "Testing the Statistical Significance of Microsimulation Results: Often Easier than You Think. A Technical Note," EUROMOD Working Papers em18/13, EUROMOD at the Institute for Social and Economic Research.
  9. Ligon, Ethan A., 2010. "Measuring Risk by Looking at Changes in Inequality: vulnerability in Ecuador," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series, Department of Agricultural & Resource Economics, UC Berkeley qt8vj75725, Department of Agricultural & Resource Economics, UC Berkeley.
  10. Stéphane Mussard & Pi Alperin María Noel, 2006. "Measuring Significance of Inequalities with Heterogeneous Groups and Income Sources," Cahiers de recherche, Departement d'Economique de la Faculte d'administration à l'Universite de Sherbrooke 06-13, Departement d'Economique de la Faculte d'administration à l'Universite de Sherbrooke.

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