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33 views

Mapping gini index

In my model, there are 3 players, whose income is function of two arbitrary parameters. Say, ...
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65 views

Calculating Gini coefficient with unbound income brackets?

I need to compute the Gini coefficient on some population data arranged in income brackets: for example $0->$1000 : 10000 people $1000->$10000: 50000 people ...
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173 views

how to calculate gini variable importance in random forest?

I am curious about how gini variable importance is calculated in R. Is it something like: for one node, calculate gini index $ 1-\text{branch}_1\%^2-\text{branch}_2\%^2; $ then calculate gini index ...
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140 views

Rank Correlation Statistics Comparison

I am trying to understand the relative behavior of the following rank correlation statistics: Spearman coefficient Kendall Tau / Concordance percentage Normalized Gini coefficient (area under curve ...
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815 views

SAS PROC LOGISTIC: Hosmer and Lemeshow test is good but Gini is bad?

I am using PROC LOGISTIC along with Class statements to do binary logit model(default=1,non-default=0) on a bank loan dataset ...
7
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2answers
209 views

Trying to compute Gini index on StackOverflow reputation distribution?

I'm trying to compute the Gini index on the SO reputation distribution using SO Data Explorer. The equation I'm trying to implement is this: $$ ...
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1answer
651 views

Lorenz curve and Gini coefficient for measuring classifier performance

I often use a ROC curve and the area under that curve as a measure of classifier accuracy in 2-class problems, e.g: ...
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2answers
119 views

Is it possible to make quantitative comparisons using income inequality metrics?

I've calculated income inequality metrics (Gini/Hoover/Theil coefficients) for several populations. I know I can make claims like "this population has a higher Gini coefficient, so its distribution in ...
7
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1answer
394 views

Gini coefficient and error bounds

I have a time series of data with N=14 counts at each time point, and I want to calculate the Gini coefficient and a standard error for this estimate at each time point. Since I have only N=14 counts ...