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We consider statistical tests concerning various relationships between two absolute concentration curves (ACCs). In particular, we consider tests for determining if the two ACCs coincide, if one is above another in a specified order, or if they do not intersect without specifying which one is...
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A wildly discussed shortcoming of panel surveys is a potential bias arising from selective attrition. Based on data of the German Socio-Economic Panel Study (SOEP), the authors analyze potential artifacts (level, structure, income inequality) by comparing results for two independently drawn...
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We suggest graphical tools that indicate whether the relationship between variables in regression is monotonic. If not, the tools identify sections with different signs and inform on possibilities and types of monotonic transformations that can change the sign of the coefficient.
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The objective of this paper is to suggest a visual method for identifying departures from normality of the innovations in times series models. The method is based on replacing the variance by the Gini as the measure of variability. The Gini methodology is a rank-based methodology, which takes...
Persistent link: https://www.econbiz.de/10013067684
The semi parametric Gini regression is more robust than ordinary least squares (OLS) regression when the underlying assumptions of the OLS fail and therefore has been used by many researchers. Several measures for goodness of fit of Gini regression were suggested in the literature. However, to...
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