Showing 1 - 10 of 36
Persistent link: https://www.econbiz.de/10003774506
We propose a first order bias correction term for the Gini index to reduce the bias due to grouping. The first order correction term is obtained from studying the estimator of the Gini index within a measurement error framework. In addition, it reveals an intuitive formula for the remaining...
Persistent link: https://www.econbiz.de/10011377108
Persistent link: https://www.econbiz.de/10011304897
Persistent link: https://www.econbiz.de/10003875768
Persistent link: https://www.econbiz.de/10003960494
Persistent link: https://www.econbiz.de/10010469422
Persistent link: https://www.econbiz.de/10001167109
Persistent link: https://www.econbiz.de/10000852951
Persistent link: https://www.econbiz.de/10011725711
A Bayesian analysis is given of a random effects probit model that allows for heteroscedasticity. Real and simulated examples illustrate the approach and show that ignoring heteroscedasticity when it exists may lead to biased estimates and poor prediction. The computation is carried out by an...
Persistent link: https://www.econbiz.de/10014215204