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We examine inference for Generalized Entropy and Atkinson inequality measures with complex survey data, using Wald statistics with variance-covariance matrices estimated from a linearization approximation rather than the d-method. Testing the equivalence of two or more inequality measures,...
Persistent link: https://www.econbiz.de/10005020528
The binary logistic regression or logit link model is commonly used to test for racial disparate treatment in fairlending studies undertaken by government agencies, including the Office of the Comptroller of the Currency (OCC) and the Federal Reserve Board (FRB). Ensuring race neutrality in...
Persistent link: https://www.econbiz.de/10005750312
That mortgage lenders have complex underwriting standards, often differing legitimately from one lender to another, implies that any statistical model estimated to approximate these standards, for use in fair lending determinations, must be misspecified. Exploration of the sensitivity of...
Persistent link: https://www.econbiz.de/10005800935
This paper first derives an adaptive estimator when heteroskedasticity is present in the unit-specific error in an error component model and then compares the finite sample performance of the proposed estimator with various other estimators. While the Monte Carlo results show that the proposed...
Persistent link: https://www.econbiz.de/10005839158
We examine inference for Generalized Entropy and Atkinson inequality measures with complex survey data, using Wald statistics with variance-covariance matrices estimated from a linearization approximation method. Testing the equality of two or more inequality measures, including sub-group...
Persistent link: https://www.econbiz.de/10008484494
The world has experienced impressive improvements in wealth and health, with, for instance, the world’s real GDP per capita having increased by 180% from 1970 to 2007 accompanied by a 50% decline in infant mortality rate. Healthier and wealthier. Are health gains arising from wealth growth?...
Persistent link: https://www.econbiz.de/10010717744