Statistical inference for testing inequality indices with dependent samples
نویسندگان
چکیده
This paper develops asymptotically distribution-free inference for testing inequality indices with dependent samples. It considers the interpolated Gini coe$cient and the generalized entropy class, which includes several commonly used inequality indices. We "rst establish inference tests for changes in inequality indices with completely dependent samples (i.e., matched pairs) and then generalize the inference procedures to cases with partially dependent samples. The e!ects of sample dependency on standard errors of inequality changes are examined through simulation studies as well as through applications to the CPS and PSID data. ( 2001 Published by Elsevier Science S.A. JEL classixcation: C40; D63
منابع مشابه
On Statistical Inference for Inequality Measures Calculated from Complex Survey Data
Author Contact: Nilanjana Roy, Dept. of Economics, University of Victoria, P.O. Box 1700, STN CSC, Victoria, B.C., Canada V8W 2Y2; e-mail: [email protected]; Phone: (250) 472-4417; FAX: (250) 721-6214 Abstract We examine inference for Generalized Entropy and Atkinson inequality measures with complex survey data, using Wald statistics with variance-covariance matrices estimated from a linearization a...
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