Thanks to Zurab for pointing my attention towards the paper by
Karagiannis and Kovacevic (referenced in their .hlp file) on jackknifing
the Gini coefficient efficiently. I have archived a copy in my store of
rank stats papers. Efficient jackknifing of rank statistics is one of my
interests, too, and I have written a few papers on the subject,
downloadable on my website (see my signature below).
Best wishes
Roger
Roger Newson
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: [email protected]
www.imperial.ac.uk/nhli/r.newson/
Opinions expressed are those of the author, not of the institution.
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Zurab Sajaia
Sent: 16 February 2007 15:41
To: statalist
Subject: st: -fastgini- new command to calculate the Gini coefficient
with its jackknife standard error is available from SSC
Dear All,
Thanks to Kit Baum, a new command -fastgini- is available from SSC
archives.
Within Stata type:
.ssc describe fastgini
-fastgini- calculates the Gini coefficient for either unit-level or
aggregated level data. Optionally it returns the jackknife estimates of
the
standard error.
-fastgini- uses a fast optimized algorithm that could be especially
useful
when calculating the Gini coefficient and it's standard errors for the
large
samples. The command implements algorithms for both exact and
approximate
calculation of the Gini coefficient.
Hope you'll find it useful,
Zurab
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