topic Procedures Leveraging Gini Mean Difference Methods in SAS in Statistical Procedures

Procedures Leveraging Gini Mean Difference Methods in SAS

xtc283x — Fri, 05 Oct 2018 12:45:48 GMT

Shlomo Yitzhaki's book The Gini Methodology: A Primer on a Statistical Methodology offers a compendium of suggestions regarding the use of Gini's Mean Difference (GMD) as a measure of variability whenever an analyst is not ready to impose, without questioning, the convenient, well-developed world of linear, symmetric and normally distributed information.

As he notes, one of the advantages of the GMD is that classic variance estimation is a subset class, in other words, when information is linear, symmetric and normally distributed the GMD offers no new information.

Yitzhaki proposes substituting GMD estimation into ANOVA, regression, and so on, basically any multivariate technique which has classic covariance structures at its core.

My question is this: does SAS offer any statistical procedures leveraging the GMD...that is beyond use of, e.g., the Gini coefficient and concentration curves regarding income inequality?

Re: Procedures Leveraging Gini Mean Difference Methods in SAS

StatDave — Tue, 09 Oct 2018 18:43:53 GMT

Well, the Gini mean difference measure is available in PROC UNIVARIATE as mentioned in the Frequently-Asked for Statistics list.

Re: Procedures Leveraging Gini Mean Difference Methods in SAS

xtc283x — Tue, 09 Oct 2018 20:02:13 GMT

Of course you are correct.
My question concerns the availability of multivariate procedures that substitute the GMD for the variance, e.g., as in ANOVA, renamed as ANOGMD.
Thank you.