[R] Gini with bias correction
dwinsemius at comcast.net
Tue Oct 30 00:35:17 CET 2012
On Oct 26, 2012, at 9:32 AM, Diego Rojas wrote:
> Hey there,
> I was wondering if someone could tell me if there's a package or command
> that allows me to compute a GINI coefficient using a vector of weights.
> Also the coefficient should be bias corrected.
I do not think you have done your "homework". This is the blindingly obvious search strategy on Rseek:
You could also use the same search strategy with findFn in sos:
> findFn("weighted gini coefficient")
found 13 matches; retrieving 1 page
Downloaded 10 links in 7 packages.
After you have gone through that process, the issues of bias correction may still be open, but you will need to explain what sort of bias correction you envisage. I know the rms/Hmisc package provide validation and optimism bias estimates based on a bootstrapping procedure, and that their author's position has been that using AUC or its equivalent the Gini coefficient as a model selection criterion is statistically less powerful than regression methods.
David Winsemius, MD
Alameda, CA, USA
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