基于自助法的经济不平等测度统计推断

STATISTICAL INFERENCE VIA BOOTSTRAPPING FOR MEASURES OF INEQUALITY

Journal of Applied Econometrics · 1997
被引 24
人大 AABS 3

中文导读

用自助法计算经济不平等测度的区间估计和假设检验,解决贝伦斯-费希尔问题,并用PSID和XLSY数据验证了吉尼系数和泰尔熵指数的表现。

Abstract

In this paper we consider the use of bootstrap methods to compute interval estimates and perform hypothesis tests for decomposable measures of economic inequality.The bootstrap potentially represents a significant gain over available asymptotic intervals because it provides an easily implemented solution to the Behrens-Fisher problem.Two applications of this approach, using the PSID (for the study of taxation)and the XLSY (for the study of youth inequality), to the Gini coefficient and Theil's entropy measures of inequality, are provided.The results suggest that (i) statistical inference is essential even when large samples are available, and (ii) the bootstrap appears to perform well in this setting.

Bootstrap方法经济不平等测度区间估计假设检验