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st: RE: WG: Test equalty two Lorenz curves


From   "Newson, Roger B" <r.newson@imperial.ac.uk>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: WG: Test equalty two Lorenz curves
Date   Fri, 31 Jul 2009 16:58:50 +0100

It would help if Lucia could give us the reference to Beach and Davidson (1981) in full, so that we could refer to it.

Lucia does not mention whether the 2 Lorenz curves are from 2 independent samples, or for 2 classes of wealth (eg cash and property) for the same sample. And Lucia does not state the motivation for testing the hypothesis that 2 Lorentz curves are equal, or state the alternative hypothesis of interest. However, if the 2 Lorenz curves are from 2 independent samples, and Lucia really wishes to calculate a confidence interval for the difference between the 2 Gini coefficients (defined as the area above the Lorenz curve minus the area below the Lorenz curve), then Lucia should probably use the -somersd- module of the -somersd- package to calculate the 2 subpopulation Gini coefficients, together with the -parmby- and -metaparm- modules of the -parmest- package to save the estimates, standard errors and confidence limits for the 2 subpopulation Gini coefficients and then calculate a confidence interval for the difference between the 2 Gini coefficients.

The -somersd- and -parmest- packages can both be downloaded from SSC using the -ssc- command. An example of the use of -somersd- to calculate Gini coefficients is given in the .pdf manual -somersd.pdf-, distributed as an ancillary file with the -somersd- package, and also in Newson (2006). The -parmest- package (and particularly the -metaparm- module) is described in Newson (2008). Many more references on -parmest- and -somersd- are available for download from my website at
http://www.imperial.ac.uk/nhli/r.newson/

I hope this helps.

Best wishes

Roger


References

Newson R. parmest and extensions. Presented at the 14th UK Stata User Meeting, 8-9 September, 2008. Download presentation from
http://www.imperial.ac.uk/nhli/r.newson/usergp.htm#uk2008

Newson R. Confidence intervals for rank statistics: Somers' D and extensions. The Stata Journal 2006; 6(3): 309-334. Download pre-publication draft from
http://www.imperial.ac.uk/nhli/r.newson/papers.htm#papers_in_journals


Roger B Newson BSc MSc DPhil
Lecturer in Medical Statistics
Respiratory Epidemiology and Public Health Group
National Heart and Lung Institute
Imperial College London
Royal Brompton Campus
Room 33, Emmanuel Kaye Building
1B Manresa Road
London SW3 6LR
UNITED KINGDOM
Tel: +44 (0)20 7352 8121 ext 3381
Fax: +44 (0)20 7351 8322
Email: r.newson@imperial.ac.uk 
Web page: http://www.imperial.ac.uk/nhli/r.newson/
Departmental Web page:
http://www1.imperial.ac.uk/medicine/about/divisions/nhli/respiration/popgenetics/reph/

Opinions expressed are those of the author, not of the institution.

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Martin Weiss
Sent: 31 July 2009 16:30
To: statalist@hsphsun2.harvard.edu
Subject: st: WG: Test equalty two Lorenz curves


<>


I am forwarding this on behalf of Lucia. She may want to take notice that it
was in html format, but should really be in text-only...


HTH
Martin

Von: Lucia L [mailto:lucial27@ymail.com] 
Gesendet: Freitag, 31. Juli 2009 11:16
An: martin.weiss1@gmx.de
Betreff: Test equalty two Lorenz curves


 
List
Dear Statalist users,
 
I need to test if two Lorenz curves are equal. A possible test is given by
Beach and Davidson (1983).
 
Could anyone help me?
 
L.







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