Calculating a Standard Error for the Gini Coefficient: Some Further Results

B-Tier
Journal: Oxford Bulletin of Economics and Statistics
Year: 2004
Volume: 66
Issue: 3
Pages: 425-433

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Several authors have suggested using the jackknife technique to approximate a standard error for the Gini coefficient. It has also been shown that the Gini measure can be obtained simply from an artificial ordinary least square (OLS) regression based on the data and their ranks. We show that obtaining an exact analytical expression for the standard error is actually a trivial matter. Further, by extending the regression framework to one involving seemingly unrelated regressions (SUR), several interesting hypotheses regarding the sensitivity of the Gini coefficient to changes in the data are readily tested in a formal manner.

Technical Details

RePEc Handle
repec:bla:obuest:v:66:y:2004:i:3:p:425-433
Journal Field
General
Author Count
1
Added to Database
2026-01-25