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).

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Description/Abstract

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:
Organisations: Statistical Sciences Research Institute
ePrint ID: 51201
Date :
Date Event
9 May 2008Published
Date Deposited: 09 May 2008
Last Modified: 16 Apr 2017 18:06
Further Information:Google Scholar
URI: http://eprints.soton.ac.uk/id/eprint/51201

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