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Bootstrap inference for inequality, mobility and poverty measurement

机译:引导不平等,流动性和贫困程度的推断

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This paper proposes the use of the bootstrap for the most commonly applied procedures in inequality, mobility and poverty measurement. In addition to simple inequality index estimation the scenarios considered are inequality difference tests for correlated data, decompositions by sub-group or income source, decompositions of inequality changes, and mobility index and poverty index estimation. Besides showing the consistency of the bootstrap for these scenarios, the paper also develops simple ways to deal with longitudinal correlation and panel attrition or non-response. In principle, all the proposed procedures can be handled by the #delta#-method, but Monte Carlo evidence suggests that the simplest possible bootstrap procedure should be the preferred method in practice, as it achieves the same accuracy as the #delta#-method and takes into account the stochastic dependencies in the data without explicitly having to deal with its covariance structure. If a variance estimate is available, then thestudentized version of the bootstrap may lead to an improvement in accuracy, but substantially so only for relatively small sample sizes. All results incorporate the possibility that different observations have different sampling weights.
机译:本文提出将引导程序用于不平等,流动性和贫困衡量中最常用的程序。除了简单的不平等指数估算之外,所考虑的方案还包括相关数据的不平等差异测试,按子组或收入来源进行的分解,不平等变化的分解以及流动性指数和贫困指数估计。除了显示这些情况下引导程序的一致性之外,本文还开发了一些简单的方法来处理纵向相关性和面板损耗或无响应。原则上,所有提议的过程都可以由#delta#方法处理,但是Monte Carlo证据表明,实际上,最简单的引导程序应该是首选方法,因为它实现了与#delta#方法相同的准确性。并考虑了数据中的随机依赖性,而无需明确地处理其协方差结构。如果方差估计可用,则引导程序的学生版本可能会导致准确性提高,但实际上只有在相对较小的样本量时才如此。所有结果都包含不同观测值具有不同采样权重的可能性。

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