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Variance estimation for quantile group shares, cumulative shares, and Gini coefficient

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  • Stephen Jenkins

    (University of Essex)

Abstract

This short talk introduces and illustrates svylorenz, a Stata 9 program for computing variance estimates for quantile group shares of total varname, cumulative quantile group shares (i.e., Lorenz curve ordinates), and the Gini coefficient. The program implements the linearization methods proposed by Kovačević and Binder (Journal of Official Statistics, 1997).

Suggested Citation

  • Stephen Jenkins, 2006. "Variance estimation for quantile group shares, cumulative shares, and Gini coefficient," United Kingdom Stata Users' Group Meetings 2006 07, Stata Users Group.
    • Handle: RePEc:boc:usug06:07
    as

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    File URL: http://repec.org/usug2006/uksug2006_jenkins.pdf
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    References listed on IDEAS

    as
    1. Buhong Zheng, 2002. "Testing Lorenz Curves with Non-Simple Random Samples," Econometrica, Econometric Society, vol. 70(3), pages 1235-1243, May.
    2. Russell Davidson & Jean-Yves Duclos, 2000. "Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality," Econometrica, Econometric Society, vol. 68(6), pages 1435-1464, November.
    3. Charles M. Beach & Russell Davidson, 1983. "Distribution-Free Statistical Inference with Lorenz Curves and Income Shares," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 50(4), pages 723-735.
    4. C. M. Beach & S. F. Kaliski, 1986. "Lorenz Curve Inference with Sample Weights: An Application to the Distribution of Unemployment Experience," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 35(1), pages 38-45, March.
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