Estimation of sample quantiles: challenges and issues in the context of income and wealth distributions

Die Schätzung von Quantilen: Herausforderungen und Probleme im Kontext von Einkommens- und Vermögensverteilungen

Ann-Kristin Kreutzmann ()
Additional contact information
Ann-Kristin Kreutzmann: Freie Universität Berlin

AStA Wirtschafts- und Sozialstatistisches Archiv, 2018, vol. 12, issue 3, No 4, 245-270

Abstract: Abstract Means, quantiles and extreme values are common statistics for the description of distributions. However, estimating sample quantiles with the default definition in different software programs leads to unequal results. This is due to the fact that software programs use different quantile definitions. Since most practitioners are not aware of this fact and use different quantile definitions interchangeably, this work compares the default definitions in the software programs SPSS, R, SAS™ software, and Stata and additional quantile definitions that are suggested by the literature. The work especially focuses on how the quantile estimators perform in the context of describing the distribution of income and wealth. Furthermore, the possibilities of considering sampling weights in the quantile estimation and methods for producing variance estimates using the above-mentioned software are discussed.

Keywords: Quantile definitions; Software comparison; Weighted quantile estimator; Weighted Harrell-Davis estimator; Quantilsdefinitionen; Vergleich von Software; Gewichtete Quantilsschätzer; Gewichteter Harrell-Davis Schätzer (search for similar items in EconPapers)
Date: 2018
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://link.springer.com/10.1007/s11943-018-0234-z Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:astaws:v:12:y:2018:i:3:d:10.1007_s11943-018-0234-z

Ordering information: This journal article can be ordered from
http://www.springer. ... ce/journal/11943/PS2

DOI: 10.1007/s11943-018-0234-z

Access Statistics for this article

AStA Wirtschafts- und Sozialstatistisches Archiv is currently edited by Ralf Münnich

More articles in AStA Wirtschafts- und Sozialstatistisches Archiv from Springer, Deutsche Statistische Gesellschaft - German Statistical Society
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().