R help - Feb 2005 - Std Err on Concentration measures

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.

-- 
======================================================= Angelo Secchi           
PGP Key ID:EA280337

David Giles has a paper on calculating standard errors for the
Gini: http://web.uvic.ca/econ/ewp0202.pdf

Tim

---- Original message ----
>Date: Sat, 5 Feb 2005 11:43:02 +0100
>From: Angelo Secchi <secchi at sssup.it>  
>Subject: [R] Std Err on Concentration measures  
>To: r-help at stat.math.ethz.ch
>
>
>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.
>
>-- 
>=======================================================> Angelo Secchi   
PGP Key ID:EA280337
>
>______________________________________________
>R-help at stat.math.ethz.ch mailing list
>https://stat.ethz.ch/mailman/listinfo/r-help
>PLEASE do read the posting guide!
http://www.R-project.org/posting-guide.html

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 Sandstr?m 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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