The extended Gini regression is a semi parametric regression which allows the user to assign different weights to different sections of the explanatory variables. We illustrate, via examples, the ability of extended Gini (EG) regression to detect sections of monotonic increase or decrease, as...

This paper shows that both OLS and Gini regression estimators can be interpreted as weighted averages of slopes of the regression curve, where the weights are derived from the Absolute Lorenz Curve of the independent variable. The instrumental variable estimators, under both approaches, can also...

The extended Gini is a family of measures of variability which is mainly used in the areas of finance and income distribution. Each index in the family is defined by specifying one parameter, which reflects the social evaluation of the marginal utility of income. The higher the parameter, the...

Two regressions can be interpreted as based on Gini's Mean Difference (GMD): a semiparametric approach, which relies on weighted average of slopes defined between adjacent observations and a minimization approach, which is based on minimization of the GMD of the residuals. The estimators...