Quantile means and quantile share standard errors and a toolbox of distributional statistics

Charles Beach and Russell Davidson
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Russell Davidson: McGill University = Université McGill [Montréal, Canada], AMSE - Aix-Marseille Sciences Economiques - EHESS - École des hautes études en sciences sociales - AMU - Aix Marseille Université - ECM - École Centrale de Marseille - CNRS - Centre National de la Recherche Scientifique

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Abstract: This article derives the (asymptotic) variances and covariances – and hence standard errors – of quantile means and quantile shares in terms of explicit formulas that are distribution-free and easily computable. The article then develops a toolbox of quantile-based disaggregative inequality measures, based on the means and shares, which allow for detailed inferential analysis of income distributions in a straightforward unified framework. The analytical formulas are applied to Canadian Census public-use microdata files on workers' earnings for 2000 and 2005. The results highlight the statistical significance of how upper-earnings levels have advanced beyond middle earnings, how much the share of mid-range earnings has eroded over even a five-year period, and how decile mean growth rates for women were everywhere higher than for men – except at the top decile, where the opposite phenomenon was highly significant.

Keywords: Disaggregative measures; distribution-free inference; income shares; quantile means; quantile share (search for similar items in EconPapers)
Date: 2025-04-21
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Published in Econometric Reviews, 2025, pp.1-20. ⟨10.1080/07474938.2025.2486993⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-05072779

DOI: 10.1080/07474938.2025.2486993

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