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xtc283x
Quartz | Level 8

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?

2 REPLIES 2
StatDave
SAS Super FREQ

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

xtc283x
Quartz | Level 8
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.

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