R help - Oct 2012 - Gini with bias correction

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.




Diego Rojas

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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:


http://www.rseek.org/?cx=010923144343702598753%3Aboaz1reyxd4&q=gini+coefficient+weighted&cof=FORID%3A11

You could also use the same search strategy with findFn in sos:
> require(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