Variance Estimation for Generalized Entropy and Atkinson Inequality Indices: The Complex Survey Data Case

13 Pages Posted: 19 May 2006

See all articles by Martin Biewen

Martin Biewen

University of Tuebingen; Institute for the Study of Labor (IZA)

Stephen P. Jenkins

London School of Economics & Political Science (LSE) - Department of Social Policy and Administration; Institute for the Study of Labor (IZA); University of Essex - Institute for Social and Economic Research (ISER)

Abstract

We derive the sampling variances of generalized entropy and Atkinson indices when estimated from complex survey data, and show how they can be calculated straightforwardly using widely available software. We also show that, when the same approach is used to derive variance formulae for the independent and identically distributed case, it leads to estimators that are simpler than those proposed before. Both cases are illustrated with a comparison of income inequality in Britain and Germany.

Suggested Citation

Biewen, Martin and Jenkins, Stephen P., Variance Estimation for Generalized Entropy and Atkinson Inequality Indices: The Complex Survey Data Case. Oxford Bulletin of Economics and Statistics, Vol. 68, No. 3, pp. 371-383, June 2006, Available at SSRN: https://ssrn.com/abstract=901668 or http://dx.doi.org/10.1111/j.1468-0084.2006.00166.x

Martin Biewen (Contact Author)

University of Tuebingen ( email )

Eberhard Karls Universität
Geschwister-Scholl-Platz
Tübingen, 72074
Germany

Institute for the Study of Labor (IZA)

P.O. Box 7240
Bonn, D-53072
Germany

Stephen P. Jenkins

London School of Economics & Political Science (LSE) - Department of Social Policy and Administration ( email )

Houghton Street
London, England WC2A 2AE
United Kingdom

Institute for the Study of Labor (IZA)

P.O. Box 7240
Bonn, D-53072
Germany

University of Essex - Institute for Social and Economic Research (ISER) ( email )

Wivenhoe Park
Colchester CO4 3SQ
United Kingdom
+44 120 687 3374 (Phone)
+44 120 687 3151 (Fax)

Here is the Coronavirus
related research on SSRN

Paper statistics

Downloads
28
Abstract Views
572
PlumX Metrics