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st: Bootstrapped Std Errors for Concentration Index Decomposition


From   Abekah Nkrumah <ankrumah@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Bootstrapped Std Errors for Concentration Index Decomposition
Date   Sat, 8 Dec 2012 17:29:23 +0000

over their determinants. I have calculated the concentration indicies
together with their standard errors via the code below. My difficulty
however is how to calculated bootstrapped standard errors for the  for
the components of the decomposition (especially the contributions and
concentration index of the X's). Please can anyone help?

egen raw_rank=rank(wealth_index_dec), unique
sort raw_rank
quietly sum sample_weight
gen wi= sample_weight/r(sum)
gen cusum= sum(wi)
gen wj=cusum[_n-1]
replace wj=0 if wj==.
gen rank=wj+0.5*wi

gen weight12=sample_weight
replace weight12=weight12*10^6
replace weight12= int(sample_weight)

qui sum  neghaz [fw=weight12]
scalar mean= r(mean)
cor  neghaz rank [fw=weight12], c
sca c= (2/mean)*r(cov_12)
sca list c

gen y= neghaz

global X ............................................

qui regr y $X [pw=weight12],vce(cluster hh_number)
sum y [aw=weight12]
sca m_y=r(mean)

foreach x of global X {
     qui  {
            sca b_`x' = _b[`x']
            corr rank `x' [aw=weight12], c
            sca cov_`x' = r(cov_12)
            sum `x' [aw=weight12]
            sca elas_`x' = (b_`x'*r(mean))/m_y
            sca CI_`x' = 2*cov_`x'/r(mean)
            sca con_`x' = elas_`x'*CI_`x'
            sca prcnt_`x' = con_`x'/CI*100
      }
      di "`x' elasticity:", elas_`x'
      di "`x' concentration index:", CI_`x'
      di "`x' contribution:", con_`x'
      di "`x' percentage contribution:", prcnt_`x'
}


Please can you help in terms of how to calculate the bootstrapped
Standard errors for the contributions from the decomposition?

Thank you very much

Gordon
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