st: Request for urgent response

[<S.Jenkins@lse.ac.uk>]

Date: Thu, 22 Aug 2013 20:22:57 +0530
From: Soumitra Ghosh <soumitra@tiss.edu>
Subject: st: Request for urgent response

Hi,

I have used the following commands to estimate the concentration index.

glcurve income [aw=weight], pvar(rank) nograph
qui sum yis [fw=intweight]
scalar mean=r(mean)
cor yis rank [fw=intweight], c
sca c=(2/mean)*r(cov_12)
sca list c

Kindly let me know how to derive confidence interval for the 
concentration index calculated using the above STATA commands.

================

In addition to the useful comments already received (including using informative Subject headers), please say where programs derive from. -glcurve- is on SSC.  

You have apparently not read the help file for -glcurve- properly. The second paragraph in the Notes explicitly warns you against using -glcurve- output to calculate concentration indices. There is the issue of using grouped versus unit record data, and also one has to be sure that ties in the data are treated correctly (proper calculation of fractional ranks). For proper calculation of concentration indices, see also the -sgini- package by Philippe Van Kerm at http://medim.ceps.lu/?id=software , with extensive pdf documentation. He also indicates how to derive bootstrapped standard errors.

I have not checked the World Bank package that was cited (regression based), nor Roger Newson's, to see how they treat fractional ranks. (I hasten to say that in general I think very highly of Roger's -somersd- and related packages.)

Stephen (-glcurve- co-author, with Philippe Van Kerm)
------------------
Stephen P. Jenkins <s.jenkins@lse.ac.uk>

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