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Questions tagged [index-decomposition]

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PCA time series Index in R: Score Plot Doesn't Match Expected Index

I'm working on creating a PCA Index in R to understand how it works. I've used 'make up' data for this purpose. However, when I plot the scores of the first component, the results are not as expected. ...
searchandprint's user avatar
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Recommendations on best papers / blogs / existing literature on constructing risk and vulnerability indices?

I'm interested in constructing a risk index by indexing a large number of identified risk factors into a composite measure (that ideally then has sub-dimensions that can be explored further if one so ...
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How do I construct an economic index with historical data using Principal Component Analysis?

I initially asked this question here: https://economics.stackexchange.com/questions/50054/how-do-i-build-a-synthetic-measure-of-economic-activity-for-linear-regression Since I received a good hint ...
Tototulbi's user avatar
1 vote
0 answers
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Standardization of index components without mean centering

There are many questions and answers (see here for example) related to standandardization of variables, carried out by taking a value, subtracting the mean (centering) and dividing by standard ...
Forinstance's user avatar
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1 answer
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Can quintile/dispersion ratios be decomposed according to subgroups?

I'm try to decompose inequality/dispersion ratios (top 10% to bottom 10% or top 20% to bottom 20%) according to subgroups. I would like to say something like e.g. males are responsible for x% and ...
R.S.'s user avatar
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1 vote
0 answers
172 views

Combining items with low correlation and low internal validity using combinatory logic

So I want to combine four items into an index on strong theoretical grounds (scroll all the way down in case you are interested in what those grounds are) but looking at the statistics, I get abysmal ...
FaV1's user avatar
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1 vote
0 answers
47 views

Reducing the dimension for partial string matching between two large files

I have two very large files, including POIs and have a tool that could do fuzzy matching between each pair of strings between these two files. The problem is that, it is an ...
user1848018's user avatar
0 votes
2 answers
213 views

Calculating Demand Index from page views and enquiries

I am from computer science background and a bit new to statistics. Currently I am working for a online property portal and part of my work is to create indices for different statistical measures. ...
Krishnaa's user avatar
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3 votes
2 answers
709 views

Which econometric indices are best for macroeconomic variables?

I want to test index models that are applicable to macroeconomic data to test my hypothesis in R or some other statistical software (I have most of them). The properties of most of the macroeconomic ...
Jim Johnson's user avatar
3 votes
3 answers
1k views

Derivation of the Simpson index

I'm interested in the derivation of the Simpson diversity index. I found the normal interpretation of this index, but I'm not able to see what's the "mathematical background" of the formula. ...
Matthias Preu's user avatar
1 vote
1 answer
5k views

How to create an index with only categorical variables (dichotomous, nominal and ordinal) only?

I am currently conducting a study about the involvement of male in family planning. It is of interest to create an index for the involvement of male in FP. My variables were only categorical variables ...
paualdemita's user avatar
1 vote
0 answers
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What is the accepted concept behind measuring the contribution of subindexes to aggregate level indexes?

I am trying to find an additive decomposition of a Tornqvist index - to measure the contribution of individual industries to sector-level productivity indexes - and I can find formulae for this, but ...
Frances Krsinich's user avatar
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3 answers
482 views

Can I simply subtract an index from another?

I am currently using a measure of the price level (CPI) from which I would like to remove the effects of food prices (also an index). Notice that food prices are included in the CPI (so that CPI is ...
Olivier Hubert's user avatar
0 votes
1 answer
2k views

How to create indexes from "open" variables

I am running an impact evaluation to investigate the impact of a specific program on several indicators x. These indicators have values between 0 and up to 10000, and a high standard deviation. For ...
Lukas Borkowski's user avatar
2 votes
0 answers
104 views

Creating an index that measures how accurate economsits are at predicting the US economy

I am interested in building an index that tracks how accurate economists are at predicting several US economic statistics: US Jobless claims number: comes out weekly, ranges from 100k to 400k, ...
user25157's user avatar
3 votes
1 answer
3k views

using stl (seasonal decomposition with loess) for weekly data

I am trying to decompose a weekly time series using the R function 'stl'. One of the important argument of this function is the number of data per cycle. Naturally in this case one would choose 52. ...
RockScience's user avatar
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3 votes
1 answer
77 views

Is there a data decay method that decays data based on how much new data it receives?

So here's the situation: There are n balls. Each ball has been voted on a scale of 1-N by an arbitrary number of people. Every day (or every week, or more), some/most/all of the previous voters and ...
Apothem's user avatar
  • 165
2 votes
1 answer
128 views

Disagregating overall growth into contributing factors

I have a dataset with library document holdings per publicationyear, which I can query for the frequency of terms, subjects, etc. That allows me to construct times-series of the "popularity" of ...
mhermans's user avatar
  • 168
5 votes
2 answers
3k views

Introduction to index decomposition analysis

Could you recommend an introductory reference to index decomposition analysis, including different methods (e.g. methods linked to the Laspeyre index and methods linked to the Divisa index) ...
Karsten W.'s user avatar