Estimation of Generalized Entropy and Atkinson inequality indices from survey data
Applying a method suggested by Woodruff (Journal of the American Statistical Association, 1971), we derive the sampling variances of Generalized Entropy and Atkinson inequality indices when estimated from complex survey data. It turns out that this method also greatly simplifies the calculations for the i.i.d. case when compared to previous derivations in the literature. Both cases are illustrated with examples from the German Socio-Economic Panel Study and the British Household Panel Survey.
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- Thistle, Paul D, 1990. "Large Sample Properties of Two Inequality Indices," Econometrica, Econometric Society, vol. 58(3), pages 725-28, May.
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Discussion Papers of DIW Berlin
219, DIW Berlin, German Institute for Economic Research.
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- Biewen, Martin, 2002. "Bootstrap inference for inequality, mobility and poverty measurement," Journal of Econometrics, Elsevier, vol. 108(2), pages 317-342, June.
- Cowell, Frank A., 1989. "Sampling variance and decomposable inequality measures," Journal of Econometrics, Elsevier, vol. 42(1), pages 27-41, September.
- Christian Schluter & Mark Trede, 2002. "Statistical Inference for Inequality and Poverty Measurement with Dependent Data," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 43(2), pages 493-508, May.
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