The key issue is whether the 2 samples are independent. Then it is a
straightforward "t test" of differences, unless I am missing
something. Test statistic = (Gini_a - Gini_b) / sqrt[ SE(Gini_a) +
SE(Gini_a) ]
You can get the Gini and its standard error directly (and quickly) by
using -svylorenz- on SSC
Stephen
========================
Date: Tue, 10 Apr 2007 13:13:23 -0500 (CDT)
From: "Zachary Neal" <[email protected]>
Subject: st: Testing Equality of Gini Coefficients
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
============================
Stephen
-------------------------------------------------------------
Professor Stephen P. Jenkins <[email protected]>
Institute for Social and Economic Research
University of Essex, Colchester CO4 3SQ, U.K.
Tel: +44 1206 873374. Fax: +44 1206 873151.
http://www.iser.essex.ac.uk
Survival Analysis using Stata:
http://www.iser.essex.ac.uk/teaching/degree/stephenj/ec968/
Downloadable papers and software: http://ideas.repec.org/e/pje7.html
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