AVVISO DI SEMINARIO

[Grazia Pittau <grazia.pittau@uniroma1.it>]

        A V V I S O di S E M I N A R I O

        Nell’ambito del dottorato di ricerca in Statistica Economica, il
        Prof. Shlomo Yitzhaki
        Dept. of Economics, The Hebrew University, Jerusalem
        terrà un seminario dal titolo:

        GINI'S MULTIPLE REGRESSIONS

        Il seminario avrà luogo:

        VENERDI' 20 MAGGIO 2005
        ALLE ORE 10.30 IN AULA DE MEO
        TERZO PIANO DELLA FACOLTÀ DI SCIENZE STATISTICHE,
        UNIVERSITÀ DI ROMA “LA SAPIENZA”


        ABSTRACT

Two regression methods can be interpreted as based on Gini's mean 
difference (GMD). One relies on a weighted average of slopes defined 
between adjacent observations and the other is based on minimization of 
the GMD of the errors. The properties of the former approach are 
investigated in a multiple regression framework. These estimators have 
representations that resemble the OLS estimators, and they are robust, 
both with respect to extreme observations and with respect to monotonic 
transformations. Moreover, the use of Absolute Concentration Curves 
enables one to graphically investigate the monotonicity of the 
regression curve. The asymptotic behavior of the estimators is derived. 
The combination of the above two methods provides a tool for assessing 
linearity that can be applied to each independent variable individually 
as well as to several independent variables simultaneously. The method 
is illustrated using consumption data from Israel. It is shown that the 
linearity of the Engel curve, and therefore the 'linear expenditures 
system' is rejected.

-- 





--------------------------------
 Dr. M. Grazia Pittau
 DIP. Contabilità Nazionale e APS
 Università di Roma "La Sapienza"
 BOX 83 ROMA 62
 P.le Aldo Moro, 5
 00185 ROMA
 ITALY
 tel ++39 06 49910654
 fax ++39 06 4453246
URL http://w3.uniroma1.it/dcnaps/pittau/





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