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Re: st: Testing Equality of Gini Coefficients


From   "Stas Kolenikov" <[email protected]>
To   [email protected]
Subject   Re: st: Testing Equality of Gini Coefficients
Date   Tue, 10 Apr 2007 22:20:58 -0500

Are your two samples independent? If yes, that's a simple two-sample
z-test; if not, then it is next to impossible to get this right and
straight. I would even doubt the jackknife-based estimates, as the
Gini (and that's a last name) coefficient is not a smooth function of
the data.

On 4/10/07, Zachary Neal <[email protected]> wrote:
All,

I am trying to conduct a test of the difference between gini
coefficients from two samples.  I am able to run several of the
available ADOs that provide both bootstrap and jackknife confidence
intervals.  Of course, I can infer that the gini coefficients from
the two populations are significantly different if their CIs do not
overlap.  But, I would prefer to directly test this.  Does anyone
know either:

1. How to compute the 'standard error of the difference of ginis'
from the bookstrap/jackknife standard errors of two sample?

OR

2. How to use the bookstrap or jackknife commands in conjunction
with an existing ADO to directly cumpute the standard error of the
difference?

Thanks in advance.


Zachary Neal
Managing Editor, City & Community
------------------------------
Department of Sociology (M/C 312)
University of Illinois at Chicago
1007 West Harrison Street
Chicago, IL  60607
http://www2.uic.edu/~zneal2

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--
Stas Kolenikov
http://stas.kolenikov.name
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