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Questions tagged [index-decomposition]

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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
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How do I construct an economic index with historical data using Principal Component Analysis?

I initially asked this question here: Since I received a good hint ...
Tototulbi's user avatar
1 vote
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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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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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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
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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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Can I use as one of variables weighted average of a few market indexes for time series?

Can I use as one of variables weighted average of a few market indexes for time series? I saw it in one of the thesis i read recently, but i didn't see people commonly doing it in academic literature.
Arri'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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When should one use the geometric mean to average indices?

I often see indices being averaged using the geometric mean. Is there a reason for or a rule of thumb of when to use geometric mean when averaging indices?
StatsScared's user avatar
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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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