Keywords: non-parametric analysis, generalized Lorenz curves
Reference: J. Bishop, S. Chakraborti, and P. Thistle, "Asymptotically Distribution-Free Statistical Inference for Generalized Lorenz Curves." Review of Economics and Statistics, 71 (1989), 725-727.
Description: This entry contains a FORTRAN programme for computing the non-parametric estimates of the generalized Lorenz curve ordinates for a sample of N independently and identically distributed draws concerning the random variable Y which has the population cumulative distribution function F(y). An estimate of the variance-covariance matrix of the vector of generalized Lorenz curve ordinates is also provided.
The computational example uses simulated data concerning 1000 draws from the exponential distribution having hazard rate parameter equal to 2. These data are provided by the authors.
Platforms: Any machine having a FORTRAN-77 compiler.
Support: Limited. Please contact the authors with questions or suggestions at davies@sscl.uwo.ca or green@econ.ubc.ca or paarsch@sscl.uwo.ca .
Documentation: The source code of this programme is heavily documented. Input is in free format, one observation per line, from unit 5, while output is directed to unit 6.
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Archive file: lorenz1295b.zip
1477 Dec 20 10:48 abstract.txt 4482 Dec 20 11:12 glc.f 1071 Dec 20 11:04 install.txt 10000 Dec 20 11:05 test.dat 674 Dec 20 11:12 test.out
Archived by Grace Katagiri, 21 December 1995.