广义熵与阿特金森不平等指数的方差估计:复杂调查数据情形

Variance Estimation for Generalized Entropy and Atkinson Inequality Indices: the Complex Survey Data Case*

Oxford Bulletin of Economics and Statistics · 2006
被引 52
人大 AABS 3

中文导读

推导了从复杂调查数据估计广义熵和阿特金森不平等指数时的抽样方差,并展示了如何用常用软件直接计算;同时给出了独立同分布情形下更简单的方差公式,并用英德收入不平等数据做了比较。

Abstract

Abstract We derive the sampling variances of generalized entropy and Atkinson indices when estimated from complex survey data, and show how they can be calculated straightforwardly using widely available software. We also show that, when the same approach is used to derive variance formulae for the independent and identically distributed case, it leads to estimators that are simpler than those proposed before. Both cases are illustrated with a comparison of income inequality in Britain and Germany.

广义熵指数Atkinson指数复杂调查数据方差估计