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Confidence intervals of Gini coefficient under unequal probability sampling

Confidence intervals of Gini coefficient under unequal probability sampling
Confidence intervals of Gini coefficient under unequal probability sampling
We propose an estimator for the Gini coefficient, based on a ratio of means. We show how bootstrap and empirical likelihood can be combined to construct confidence intervals. Our simulation study shows the estimator proposed is usually less biased than customary estimators. The observed coverages of the empirical likelihood confidence interval proposed are also closer to the nominal value.
Bootstrap, empirical likelihood, inclusion probability, sampling design, survey weight
0282-423X
237-249
Berger, Yves
8fd6af5c-31e6-4130-8b53-90910bf2f43b
Gedik Balay, İklim
c542cb3b-13c6-40c7-9294-de4ea56b97c8
Berger, Yves
8fd6af5c-31e6-4130-8b53-90910bf2f43b
Gedik Balay, İklim
c542cb3b-13c6-40c7-9294-de4ea56b97c8

Berger, Yves and Gedik Balay, İklim (2020) Confidence intervals of Gini coefficient under unequal probability sampling. Journal of Official Statistics, 36 (2), 237-249. (doi:10.2478/jos-2020-0013).

Record type: Article

Abstract

We propose an estimator for the Gini coefficient, based on a ratio of means. We show how bootstrap and empirical likelihood can be combined to construct confidence intervals. Our simulation study shows the estimator proposed is usually less biased than customary estimators. The observed coverages of the empirical likelihood confidence interval proposed are also closer to the nominal value.

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Berger_Balay_2020 - Author's Original
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More information

Accepted/In Press date: 23 December 2019
e-pub ahead of print date: 15 June 2020
Keywords: Bootstrap, empirical likelihood, inclusion probability, sampling design, survey weight

Identifiers

Local EPrints ID: 437347
URI: http://eprints.soton.ac.uk/id/eprint/437347
ISSN: 0282-423X
PURE UUID: d407e3ad-1d75-4bef-a4fd-2dc3cb93cf89
ORCID for Yves Berger: ORCID iD orcid.org/0000-0002-9128-5384

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Date deposited: 24 Jan 2020 17:31
Last modified: 28 Apr 2022 05:12

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Contributors

Author: Yves Berger ORCID iD
Author: İklim Gedik Balay

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