Arbeitspapier
Fast methods for jackknifing inequality indices
The jackknife is a resampling method that uses subsets of the original database by leaving out one observation at a time from the sample. The paper outlines a procedure to obtain jackknife estimates for several inequality indices with only a few passes through the data. The number of passes is independent of the number of observations. Hence, the method provides an efficient way to obtain standard errors of the estimators even if sample size is large. We apply our method using micro data on individual incomes for Germany and the US.
- Language
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Englisch
- Bibliographic citation
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Series: Economics Working Paper ; No. 2013-04
- Classification
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Wirtschaft
Methodology for Collecting, Estimating, and Organizing Microeconomic Data; Data Access
Econometric Software
- Subject
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Jackknife
Resampling
Sampling Variability
Inequality
- Event
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Geistige Schöpfung
- (who)
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Karoly, Lynn
Schröder, Carsten
- Event
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Veröffentlichung
- (who)
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Kiel University, Department of Economics
- (where)
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Kiel
- (when)
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2013
- Handle
- Last update
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10.03.2025, 11:44 AM CET
Data provider
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Karoly, Lynn
- Schröder, Carsten
- Kiel University, Department of Economics
Time of origin
- 2013