# 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. ...
27 views

### 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 ...
1 vote
49 views

### 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 ...
1 vote
314 views

### 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 ...
• 955
51 views

### 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 ...
• 1
1 vote
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 ...
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1 vote
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 ...
• 775
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. ...
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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 ...
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. ...
1 vote
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 ...
1 vote
36 views

### 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 ...
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 ...
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 ...
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, ...
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. ...
• 2,921
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 ...
• 165
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 ...
• 168