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?
Well, the Gini mean difference measure is available in PROC UNIVARIATE as mentioned in the Frequently-Asked for Statistics list.
It's finally time to hack! Remember to visit the SAS Hacker's Hub regularly for news and updates.
ANOVA, or Analysis Of Variance, is used to compare the averages or means of two or more populations to better understand how they differ. Watch this tutorial for more.
Find more tutorials on the SAS Users YouTube channel.