Polarization measurement and inference in many dimensions when subgroups cannot be identified

Gordon Anderson

No 2011-20, Economics Discussion Papers from Kiel Institute for the World Economy (IfW Kiel)

Abstract: The most popular general univariate polarization indices for discrete (Esteban and Ray 1994), and continuous (Duclos, Esteban and Ray 2004) variables are combined and extended to describe the extent of polarization between agents in a distribution defined over a collection of many discrete and continuous agent characteristics. A formula for the asymptotic variance of the index is also provided. The implementation of the index is illustrated with an application to Chinese urban household data drawn from six provinces in the years 1987 and 2001 (years spanning the growth and urbanization period subsequent to the economic reforms). The data relates to household adult equivalent log income, adult equivalent living space, which are both continuous variables and the education of the head of household which is a discrete variable. For this data set combining the characteristics changes the view of polarization that would be inferred from considering the indices individually.

Keywords: Multivariate; polarization; measurement (search for similar items in EconPapers)
JEL-codes: C14 C30 I32 (search for similar items in EconPapers)
Date: 2011
New Economics Papers: this item is included in nep-ltv
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Citations: View citations in EconPapers (3)

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https://www.econstor.eu/bitstream/10419/48581/1/663785790.pdf (application/pdf)

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Persistent link: https://EconPapers.repec.org/RePEc:zbw:ifwedp:201120

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