In this work we compare parametric Dagum confidence intervals with non parametric confidence intervals for two inequality measures, Gini's (1914) traditional index and Zenga's (2007) new measure. We point out some problems in the computation of parametric Dagum confidence intervals and present the results of a simulation study to assess what is gained with respect to non parametric confidence intervals when we exploit the asymptotic efficiency of ML estimators
Greselin, F., Pasquazzi, L. (2010). Dagum confidence intervals for inequality measures. In Proceedings of the 45th Scientific Meeting of the Italian Statistical Society. Padua : CLEUP.
Dagum confidence intervals for inequality measures
Greselin, F;Pasquazzi, L
2010
Abstract
In this work we compare parametric Dagum confidence intervals with non parametric confidence intervals for two inequality measures, Gini's (1914) traditional index and Zenga's (2007) new measure. We point out some problems in the computation of parametric Dagum confidence intervals and present the results of a simulation study to assess what is gained with respect to non parametric confidence intervals when we exploit the asymptotic efficiency of ML estimators
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