IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Login to save this paper or follow this series

Calculating a Standard Error for the Gini Coefficient: Some Further Results

Various authors have proposed using the jackknife technique to approximate a standard error for the Gini coefficient. It has also been shown that the Gini measure can be obtained simply from an artificial OLS regression based on the data and their ranks. Accordingly, we show that obtaining an exact analytical expression for the standard error is a trivial matter. In addition, by extending the regression framework to one involving Seemingly Unrelated Regressions, several interesting hypotheses regarding the sensitivity of the Gini coefficient to changes in the data are readily tested in a formal manner.

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://www.uvic.ca/socialsciences/economics/assets/docs/econometrics/ewp0202.pdf
Download Restriction: no

Paper provided by Department of Economics, University of Victoria in its series Econometrics Working Papers with number 0202.

as
in new window

Length: 14 pages
Date of creation: 12 Apr 2002
Date of revision:
Handle: RePEc:vic:vicewp:0202
Note: ISSN 1485-6441
Contact details of provider: Postal: PO Box 1700, STN CSC, Victoria, BC, Canada, V8W 2Y2
Phone: (250)721-6197
Fax: (250)721-6214
Web page: http://web.uvic.ca/econ

More information through EDIRC

References listed on IDEAS
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.:

as in new window
  1. Yitzhaki, Shlomo, 1991. "Calculating Jackknife Variance Estimators for Parameters of the Gini Method," Journal of Business & Economic Statistics, American Statistical Association, vol. 9(2), pages 235-39, April.
  2. W. Sendler, 1979. "On statistical inference in concentration measurement," Metrika, Springer, vol. 26(1), pages 109-122, December.
  3. Paul Crompton, 2000. "Extending the stochastic approach to index numbers," Applied Economics Letters, Taylor & Francis Journals, vol. 7(6), pages 367-371.
  4. Ogwang, Tomson, 2000. " A Convenient Method of Computing the Gini Index and Its Standard Error," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 62(1), pages 123-29, February.
  5. Shalit, Haim, 1985. "Calculating the Gini Index of Inequality for Individual Data," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 47(2), pages 185-89, May.
  6. K.W. Clements & H.Y. Izan, 1984. "The Measurement of Inflation: a Stochastic Approach," Economics Discussion / Working Papers 84-10, The University of Western Australia, Department of Economics.
  7. White, Halbert, 1980. "A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity," Econometrica, Econometric Society, vol. 48(4), pages 817-38, May.
  8. Sandstrom, Arne & Wretman, Jan H & Walden, Bertil, 1988. "Variance Estimators of the Gini Coefficient--Probability Sampling," Journal of Business & Economic Statistics, American Statistical Association, vol. 6(1), pages 113-19, January.
  9. Karagiannis, Elias & Kovacevic', Milorad, 2000. " A Method to Calculate the Jackknife Variance Estimator for the Gini Coefficient," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 62(1), pages 119-22, February.
  10. Lerman, Robert I. & Yitzhaki, Shlomo, 1984. "A note on the calculation and interpretation of the Gini index," Economics Letters, Elsevier, vol. 15(3-4), pages 363-368.
  11. Harvey, A C, 1976. "Estimating Regression Models with Multiplicative Heteroscedasticity," Econometrica, Econometric Society, vol. 44(3), pages 461-65, May.
Full references (including those not matched with items on IDEAS)

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

When requesting a correction, please mention this item's handle: RePEc:vic:vicewp:0202. 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: (David Giles)

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.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with 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 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.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.