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Comparing Distributions: The Harmonic Mass Index

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  • Jeroen Hinloopen

    ()
    (Universiteit van Amsterdam)

  • Charles van Marrewijk

    ()
    (Erasmus Universiteit Rotterdam)

Abstract

The information contained in PP-plots is transformed into a single number. The resulting Harmonic Mass (HM) index is distribution free and its sample counterpart is shown to be consistent. For a wide class of CDFs the exact analytical expression of the distribution of the sample HM index is derived, assuming the two underlying samples to be drawn from the same distribution. The robustness of the concomitant test statistic is assessed, and four different methods are discussed for applying the HM test in case of asymmetric samples.

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File URL: http://papers.tinbergen.nl/05122.pdf
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Bibliographic Info

Paper provided by Tinbergen Institute in its series Tinbergen Institute Discussion Papers with number 05-122/1.

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Date of creation: 22 Dec 2005
Date of revision: 30 Dec 2005
Handle: RePEc:dgr:uvatin:20050122

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Web page: http://www.tinbergen.nl

Related research

Keywords: Distribution; PP-plot; test statistic; critical percentile values; robustness.;

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References

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  1. White, Halbert, 1980. "A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity," Econometrica, Econometric Society, vol. 48(4), pages 817-38, May.
  2. Wagenvoort, Rien & Waldmann, Robert, 2002. "On B-robust instrumental variable estimation of the linear model with panel data," Journal of Econometrics, Elsevier, vol. 106(2), pages 297-324, February.
  3. James Proudman & Stephen Redding, 2000. "Evolving patterns of international trade," LSE Research Online Documents on Economics 206, London School of Economics and Political Science, LSE Library.
  4. Chotikapanich, D. & Griffiths, W., 2001. "On Calculation of the Extended Gini Coefficient," Department of Economics - Working Papers Series 801, The University of Melbourne.
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  6. Arye Hillman, 1980. "Observations on the relation between “revealed comparative advantage” and comparative advantage as indicated by pre-trade relative prices," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 116(2), pages 315-321, June.
  7. Cabral, Luís M B & Mata, José, 2001. "On the Evolution of the Firm Size Distribution: Facts and Theory," CEPR Discussion Papers 3045, C.E.P.R. Discussion Papers.
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Cited by:
  1. Steven Brakman & Robert Inklaar & Charles Van Marrewijk, 2013. "Structural change in OECD comparative advantage," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 22(6), pages 817-838, September.

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