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From |
Austin Nichols <austinnichols@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: RE: Income distribution |

Date |
Tue, 9 Mar 2010 11:56:28 -0500 |

Abdel Rahmen El Lahga <rahmen.lahga@gmail.com> : I would recommend instead avoiding the lognormal distribution, and stick with Dagum or Singh-Maddala. To quote from the paper you mentioned: "The most surprising feature...is the fact that the Stage II adjustment to the synthetic sample does not always improve the accuracy of the estimate of inequality. Indeed, for the Singh-Maddala and Generalized Beta distributions, the adjustment raises the mean absolute percentage error...." On Thu, Mar 4, 2010 at 12:24 PM, Abdel Rahmen El Lahga <rahmen.lahga@gmail.com> wrote: > Hmm, > Unfortunately, it seems that most of the fitted functions, using > grouped data, are unreliable , > i.e., they often produce summary statistics which are very different > from those obtained from individual micro data. > I suggest the procedure proposed recently by Shorrocks and Wan (2008) > ( Ungrouping Income Distributions: Synthesising Samples for Inequality > and Poverty Analysis: wider discussion paper no 16 ) which can be > downloded at > http://www.wider.unu.edu/publications/working-papers/research-papers/2008/en_GB/rp2008-16/ > roughly the approach of Shorrocks and Wan fits any chosen > distribution to grouped data to produce a sample of N observation then > they propose a second stage of adjustement until that characteristics > of the generated sample exactly match the reported grouped values. The > simulated data can then be used to estimate various inequality and > poverty measure. > The DASP package of Araar and Duclos contains a ready Stata routile > that apply such procedure > DASP can be downloeded at http://dasp.ecn.ulaval.ca/ > HTH > AbdelRahmen * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: Income distribution***From:*Sridhar Telidevara <sridhar.telidevara@gmail.com>

**Re: st: RE: Income distribution***From:*Stas Kolenikov <skolenik@gmail.com>

**RE: st: RE: Income distribution***From:*"Nick Cox" <n.j.cox@durham.ac.uk>

**Re: st: RE: Income distribution***From:*Abdel Rahmen El Lahga <rahmen.lahga@gmail.com>

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