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Extreme incomes and the estimation of poverty and inequality indicators from EU-SILC

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Van Kerm, Philippe (CEPS/INSTEAD)

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Abstract

Micro-data estimates of welfare indices are known to be sensitive to observations from the tails of the income distribution. It is therefore customary to make adjustments to extreme data before estimating inequality and poverty statistics. This paper systematically evaluates the impact of such adjustments on indicators estimated from the EU-SILC (Community Statistics on Income and Living conditions) which is expected to become the reference source for comparative statistics on income distribution and social exclusion in the EU. Emphasis is put on the robustness of cross-country comparisons to alternative adjustments. Results from a sensitivity analysis considering both simple, classical adjustments and a more sophisticated approach based on modelling parametrically the tails of the income distribution are reported. Reassuringly, ordinal comparisons of countries are found to be robust to variants of data adjustment procedures. However, data adjustments are far from innocuous. Cardinal comparisons of countries reveal sensitive to the treatment of extreme incomes, even for seemingly small adjustments.

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Publisher Info
Paper provided by IRISS at CEPS/INSTEAD in its series IRISS Working Paper Series with number 2007-01.

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Length: 52 pages
Date of creation: Feb 2007
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Handle: RePEc:irs:iriswp:2007-01

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Related research
Keywords: social indicators; poverty and inequality ; extreme incomes ; parametric tail ; EU-SILC;

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This paper has been announced in the following NEP Reports: References listed on IDEAS
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  1. Frank A. Cowell & Maria-Pia Victoria-Feser, 2002. "Welfare Rankings in the Presence of Contaminated Data," Econometrica, Econometric Society, vol. 70(3), pages 1221-1233, May. [Downloadable!] (restricted)
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(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Fuchs M, 2007. "Social Assistance No, Thanks? Empirical Analysis Of Non Take Up In Austria 2003," EUROMOD Working Papers EM4/07, EUROMOD at the Institute for Social and Economic Research. [Downloadable!]
  2. Valentova, Marie, 2007. "Attitudes to Family Policy Arrangements in Relation to Attitudes to Family and division of Labour between Genders," IRISS Working Paper Series 2007-05, IRISS at CEPS/INSTEAD. [Downloadable!]
  3. Lilla, Marco, 2007. "Income Inequality and Education Premia," IRISS Working Paper Series 2007-11, IRISS at CEPS/INSTEAD. [Downloadable!]
  4. Mussard, Stéphane & Terraza, Michel, 2007. "Décompositions des mesures d’inégalité : le cas des coefficients de Gini et d'entropie," IRISS Working Paper Series 2007-03, IRISS at CEPS/INSTEAD. [Downloadable!]
    Other versions:
  5. Voicu, Bogdan & Voicu, Malina & Strapcova, Katarina, 2007. "Engendered housework. A cross-european analysis," IRISS Working Paper Series 2007-07, IRISS at CEPS/INSTEAD. [Downloadable!]
  6. Kankarash, Milosh & Moors, Guy, 2007. "Heterogeneity in solidarity attitudes in Europe. Insights from a multiple-group latent-class factor approach," IRISS Working Paper Series 2007-06, IRISS at CEPS/INSTEAD, revised Jun 2007. [Downloadable!]
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