On Oct 26, 2012, at 9:32 AM, Diego Rojas wrote: > Hey there, > > I was wondering if someone could tell me if there's a package or command > that allows me to compute a GINI coefficient using a vector of weights. > Also the coefficient should be bias corrected.
I do not think you have done your "homework". This is the blindingly obvious search strategy on Rseek: http://www.rseek.org/?cx=010923144343702598753%3Aboaz1reyxd4&q=gini+coefficient+weighted&cof=FORID%3A11 You could also use the same search strategy with findFn in sos: > require(sos) > findFn("weighted gini coefficient") found 13 matches; retrieving 1 page Downloaded 10 links in 7 packages. After you have gone through that process, the issues of bias correction may still be open, but you will need to explain what sort of bias correction you envisage. I know the rms/Hmisc package provide validation and optimism bias estimates based on a bootstrapping procedure, and that their author's position has been that using AUC or its equivalent the Gini coefficient as a model selection criterion is statistically less powerful than regression methods. David Winsemius, MD Alameda, CA, USA ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
