[R] Std Err on Concentration measures

[Markus Jäntti]

Angelo Secchi wrote:
> Hi,
> I'm using the ineq package to calculate some concentration measures
(Gini, Herfindal, ...) and I was wondering if there's around also a
function to calculate standard error on these measures. If not, is anybody
aware of where I can find a reference on this point?
> Thanks.
>

There are several suggestions for estimating the variance of the Gini
coefficient:a literature search should reveal some suggestions.
If the sampling design is complex, you may be best off using a
resampling method, such as bootstrap.

Here are a few references:

@Article{nayakandgastwirth1989,
   Author         = {Tapan K Nayak and Joseph L Gastwirth},
   Title          = {The use of diversity analysis to assess the relative
                    influence of factors affecting the income
distribution},
   Journal        = {Journal of Business \& Economic Statistics},
   Volume         = {7},
   Pages          = {453--460},
   subject        = {Asymptotic distribution Diversity measure Gini index
U
                    statistic Utility function},
   year           = 1989,
   month          = oct,
}

@Article{sandstromwretmanandwalden1988a,
   Author         = {Arne Sandström and Jan Wretman and Bertil Walden},
   Title          = {Variance estimators of the Gini coefficient -
                    probability sampling},
   Journal        = {Journal of Business \& Economic Statistics},
   Volume         = {6},
   Pages          = {113--119},
   subject        = {Simulations},
   year           = 1988,
   month          = jan,
}

@Article{davidsonandduclos1997,
   Author         = {Russell Davidson and Jean-Yves Duclos},
   Title          = {Statistical inference for the measurement of the
                    incidence of taxes and transfers},
   Journal        = {Econometrica},
   Volume         = {65},
   Number         = {6},
   Pages          = {1453--1465},
   month          = {November},
   year           = 1997,
}

cheers,

markus
-- 
Markus Jantti
Abo Akademi University
markus.jantti at iki.fi
http://www.iki.fi/~mjantti
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