使用狄利克雷分布比较不同估计量和数据集下洛伦兹曲线的跨国估计

Comparing cross‐country estimates of Lorenz curves using a Dirichlet distribution across estimators and datasets

Journal of Applied Econometrics · 2017
被引 2
人大 AABS 3

中文导读

复现并扩展了Chotikapanich和Griffiths使用狄利克雷分布估计洛伦兹曲线的方法,采用约束估计和更多年份数据,验证了其主要结论的稳健性。

Abstract

Summary Chotikapanich and Griffiths ( Journal of Business and Economic Statistics , 2002, 20 (2), 290–295) introduced the Dirichlet distribution to the estimation of Lorenz curves. This distribution naturally accommodates the proportional nature of income share data and the dependence structure between the shares. Chotikapanich and Griffiths fit a family of five Lorenz curves to one year of Swedish and Brazilian income share data using unconstrained maximum likelihood and unconstrained nonlinear least squares. We attempt to replicate the authors' results and extend their analyses using both constrained estimation techniques and five additional years of data. We successfully replicate a majority of the authors' results and find that some of their main qualitative conclusions also hold using our constrained estimators and additional data.

Dirichlet分布洛伦兹曲线收入份额数据跨国估计