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Variance estimation for a low income proportion

Berger, Yves G. and Skinner, Chris J. (2003) Variance estimation for a low income proportion. Journal of the Royal Statistical Society. Series C: Applied Statistics, 52 (4). pp. 457-468. ISSN 0035-9254

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Identification Number: 10.1111/1467-9876.00417

Abstract

Proportions below a given fraction of a quantile of an income distribution are often estimated from survey data in comparisons of poverty. We consider the estimation of the variance of such a proportion, estimated from Family Expenditure Survey data. We show how a linearization method of variance estimation may be applied to this proportion, allowing for the effects of both a complex sampling design and weighting by a raking method to population controls. We show that, for data for 1998–1999, the estimated variances are always increased when allowance is made for the design and raking weights, the principal effect arising from the design. We also study the properties of a simplified variance estimator and discuss extensions to a wider class of poverty measures.

Item Type: Article
Official URL: http://www.blackwellpublishing.com/journal.asp?ref...
Additional Information: © 2003 Wiley-Blackwell
Divisions: Statistics
Subjects: H Social Sciences > HA Statistics
H Social Sciences > HC Economic History and Conditions
JEL classification: D - Microeconomics > D1 - Household Behavior and Family Economics > D12 - Consumer Economics: Empirical Analysis
D - Microeconomics > D3 - Distribution > D31 - Personal Income, Wealth, and Their Distributions
Date Deposited: 28 Oct 2011 12:17
Last Modified: 13 Sep 2024 21:42
URI: http://eprints.lse.ac.uk/id/eprint/39094

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