Re: st: Confidence Interval for Concentration Index

["Roger B. Newson" <r.newson@imperial.ac.uk>]

The way I would calculate a CI for the Gini concentration index is to 
use the -scsomersd- package, which you can download from SSC, and which 
also uses the SSC packages -somersd- and -expgen-. The first example in 
the online help for -scsomersd- gives the calculation of a CI for the 
Gini index, using the Normalizing and variance-stabilizing 
hyperbolic-arctangent (or Fisher's z) transformation, which is probably 
more important when estimating high Gini coefficients (like in Latin 
America) than when estimating low Gini coefficients (like in the 
-womenwage- dataset used in the example).

Another possibility, whihc I think was proposed by Stephen Jenkins, is 
to use percentile bootstrapping (using -bootstrap-) with the -ineqdeco- 
package, which you can also download from SSC. This method will be a bit 
more computer-intensive than mine, but will find the Normalizing and 
variance-stabilizing transformation in the data, instead of 
automatically assuming the hyperbolic arctangent.

I hope this helps.

Best wishes

Roger

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.

On 22/08/2013 17:59, Chamara Anuranga wrote:
> you can use the regression method. It gives the robust standard error.
> Refer to world bank health equity book
>
> http://web.worldbank.org/WBSITE/EXTERNAL/TOPICS/EXTHEALTHNUTRITIONANDPOPULATION/EXTPAH/0,,contentMDK:20216933~menuPK:400482~pagePK:148956~piPK:216618~theSitePK:400476,00.html
>
> this book has code for standard error.
>
> Thanks,
> Chamara
>
> On Thu, Aug 22, 2013 at 8:46 PM, Soumitra Ghosh <soumitra@tiss.edu> wrote:
> > Hello Nick,
> >
> > Apologies for the inconvenience caused by the previous message. I shall be
> > highly obliged if any of the stata users can help me, addressing the issue
> > mentioned in my previous mail.
> >
> > Thanks.
> > SG
> >
> > On 2013-08-22 20:27, Nick Cox wrote:
> > > I'd advise that requests for urgent responses really are
> > > counter-productive. It is difficult to imagine any committed Stata
> > > person being more willing to answer this just because it's urgent for
> > > you, and easy to imagine many being irritated into deleting it
> > > instantly.
> > >
> > > The point is made in the Statalist FAQ, which you were asked to read
> > > before posting.
> > > Nick
> > > njcoxstata@gmail.com
> > >
> > >
> > > On 22 August 2013 15:52, Soumitra Ghosh <soumitra@tiss.edu> wrote:
> > > > Hi,
> > > >
> > > > I have used the following commands to estimate the concentration index.
> > > >
> > > > glcurve income [aw=weight], pvar(rank) nograph
> > > > qui sum yis [fw=intweight]
> > > > scalar mean=r(mean)
> > > > cor yis rank [fw=intweight], c
> > > > sca c=(2/mean)*r(cov_12)
> > > > sca list c
> > > >
> > > > Kindly let me know how to derive confidence interval for the
> > > > concentration
> > > > index calculated using the above STATA commands.
> > > >
> > > >
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