Robustness properties of inequality measures
Robustness properties of inequality measures
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DOI：
10.2307/2171925
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发表时间：
1996-01-01
期刊：
影响因子：
6.1
通讯作者：
VictoriaFeser, MP
中科院分区：
文献类型：
--
作者：
Cowell, FA;VictoriaFeser, MP
不平等措施往往被用来总结经验收入分配的信息。然而，如果数据受到污染，所得到的分布情况和分布变化情况可能严重失真。这种扭曲的性质通常取决于不平等度量的基本性质。我们研究这个问题，理论上使用的影响函数的基础上的技术，并说明使用模拟的效果的大小。我们认为直接从样本的非参数估计，和间接估计使用的参数模型，在后一种情况下，我们展示了应用程序的鲁棒估计过程。我们将我们的结果应用到两个微观数据的例子。
Inequality measures are often used to summarize information about empirical income distributions. However the resulting picture of the distribution and of changes in the distribution can be severely distorted if the data are contaminated. The nature of this distortion will in general depend upon the underlying properties of the inequality measure. We investigate this issue theoretically using a technique based on the influence function, and illustrate the magnitude of the effect using a simulation. We consider both direct nonparametric estimation from the sample, and indirect estimation using a parametric model; in the latter case we demonstrate the application of a robust estimation procedure. We apply our results to two micro-data examples.