IDEAS home Printed from
   My bibliography  Save this paper

Robust income distribution analysis


  • Philippe Van Kerm

    () (CEPS/INSTEAD, Luxembourg)


Extreme data are known to be highly influential when measuring income inequality from microdata. Similarly, Lorenz curves and dominance criteria are sensitive to data contamination in the tails of the distribution. In this presentation, I intend to introduce a set of user-written packages that implement robust statistical methods for income distribution analysis. These methods are based on the estimation of parametric models (Pareto, Singh–Maddala) with "optimal B-robust" estimators rather than maximum likelihood. Empirical examples show how robust inequality estimates and dominance checks can be derived from these models.

Suggested Citation

  • Philippe Van Kerm, 2007. "Robust income distribution analysis," German Stata Users' Group Meetings 2007 07, Stata Users Group.
  • Handle: RePEc:boc:dsug07:07

    Download full text from publisher

    File URL:
    Download Restriction: no

    More about this item

    NEP fields

    This paper has been announced in the following NEP Reports:


    Access and download statistics


    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:boc:dsug07:07. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F Baum). General contact details of provider: .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.