Confidence Intervals of Gini Coefficient Under Unequal Probability Sampling

Author:

Berger Yves G.1,Balay İklim Gedik2

Affiliation:

1. University of Southampton , Southampton , SO17 1BJ , UK .

2. Ankara Yıldırım Beyazıt University , Esenboga Külliyesi Faculty of Business , Esenboğa, Ankara , 06760 , Turkey .

Abstract

Abstract We propose an estimator for the Gini coefficient, based on a ratio of means. We show how bootstrap and empirical likelihood can be combined to construct confidence intervals. Our simulation study shows the estimator proposed is usually less biased than customary estimators. The observed coverages of the empirical likelihood confidence interval proposed are also closer to the nominal value.

Publisher

Walter de Gruyter GmbH

Reference45 articles.

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2. Berger, Y.G. 2008. “A note on the asymptotic equivalence of jackknife and linearization variance estimation for the Gini coefficient.” Journal of Official Statistics 24-4: 541 – 555. Available at: https://www.scb.se/contentassets/ca21efb41fee47d293bbee5bf7be7fb3/a-note-on-the-asymptotic-equivalence-of-jackknife-and-linearization-variance-estimation-for-the-gini-coefficient.pdf (accessed April 2020).

3. Berger, Y.G. 2018a. “An empirical likelihood approach under cluster sampling with missing observations.” Annals of the Institute of Statistical Mathematics. DOI: https://doi.org/10.1007/s10463-018-0681-x.

4. Berger, Y.G. 2018b. “Empirical likelihood approaches in survey sampling.” The Survey Statistician 78: 22–31. Available at: http://isi-iass.org/home/wp-content/uploads/N78-2018-07-ISSN.pdf (accessed April 2020).

5. Berger, Y.G. and O.D.L.R. Torres. 2012. “A unified theory of empirical likelihood ratio confidence intervals for survey data with unequal probabilities.” Proceedings of the Survey Research Method Section of the American Statistical Association, Joint Statistical Meetings, San Diego: 15. Available at: http://www.asasrms.org/Proceedings (accessed November 2019).

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