A Note on the asymptotic equivalence of jackknife and linearization variance estimation for the Gini Coefficient
Berger, Yves G. (2008) A Note on the asymptotic equivalence of jackknife and linearization variance estimation for the Gini Coefficient. Southampton, GB, University of Southampton, 22pp. (S3RI Methodology Working Papers, M08/04).
- Author's Original
The Gini coefficient has proved valuable as a measure of income inequality. In cross-sectional studies of the Gini coefficient, information about the accuracy of its estimate is crucial. We show how to use jackknife and linearization to estimate the variance of the Gini coefficient, allowing for the effect of the sampling design. The aim is to show the asymptotic equivalence (or consistency) of the generalised jackknife estimator and the Taylor linearization estimator for the variance of the Gini coefficient. A brief simulation study supports our findings.
|Item Type:||Monograph (Working Paper)|
|Subjects:||H Social Sciences > HA Statistics|
|Divisions:||University Structure - Pre August 2011 > Southampton Statistical Sciences Research Institute
Faculty of Social and Human Sciences > Southampton Statistical Sciences Research Institute
|Date Deposited:||09 May 2008|
|Last Modified:||27 Mar 2014 18:34|
|RDF:||RDF+N-Triples, RDF+N3, RDF+XML, Browse.|
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