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A Dimension Reduction Approach to the Study of City Family-income Distributions Via Sliced Inverse Regression

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Author Info

  • Aragon, Y.
  • Li, K.C.
  • Thomas-Agnan, C.

Abstract

Sliced inverse regression is a dimension reduction technique for exploring non-linear relationships between an output variable and a vector of input variables. Motivated by a data set of income distributions and economic indicators of french cities, we adress the problem of modelling a family of empirical distribution functions in terms of some covariates. SIR allows us to visually explore the ralationship between the covariates and several important features of the income distributions. A stochastic ordering is revealed for the French city income distributions.

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Bibliographic Info

Paper provided by Toulouse - GREMAQ in its series Papers with number 96.438.

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Length: 18 pages
Date of creation: 1996
Date of revision:
Handle: RePEc:fth:gremaq:96.438

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Keywords: ECONOMETRICS;

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Cited by:
  1. Ramkishen S. Rejan, 1998. "The Currency And Financial Crisis In Southeast Asia - A Case Of `Sudden Deathã¢Â‚¬Â„¢ Or `Death Foretoldã¢Â‚¬Â„¢," Macroeconomics Working Papers 22381, East Asian Bureau of Economic Research.

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