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Variance Estimation for Generalized Entropy and Atkinson Inequality Indices: the Complex Survey Data Case*

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  • *

    We thank two anonymous referees for their comments and suggestions. Financial support from the Deutsche Forschungsgesellschaft (DFG) and core funding to ISER from the ESRC and the University of Essex are gratefully acknowledged.

Abstract

We derive the sampling variances of generalized entropy and Atkinson indices when estimated from complex survey data, and show how they can be calculated straightforwardly using widely available software. We also show that, when the same approach is used to derive variance formulae for the independent and identically distributed case, it leads to estimators that are simpler than those proposed before. Both cases are illustrated with a comparison of income inequality in Britain and Germany.

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