THEIL.fjg

/*
     THEIL INEQUALITY INDEX.                   March/96 - R6: March/07
*/
COM [STRING] %%THEIL =                   'THEIL - Version R6: March/07'

PROC  THEIL   Y  TBEGP  TENDP   OUTIND   OUTINDSE
TYPE  SER     Y  TBEGP  TENDP
TYPE  INTEGER    TBEGP  TENDP
TYPE  REAL                     *OUTIND  *OUTINDSE
*
LOCAL INTEGER     TBEG   TEND
LOCAL SERIES   S  W  P   SMPL
LOCAL REAL     ATK
LOCAL VECTOR   ATKSE
*
OPTION SWITCH PRINT    1
OPTION SWITCH SE       0
OPTION INTEGE REPLICAS 100
OPTION REAL   BETA     0.
OPTION SERIES WEIGHT
OPTION SERIES SMPLL

INQUIRE(SERIES=Y) TBEG>>TBEGP TEND>>TENDP
IF %DEFINED(SMPLL)
   SET SMPL TBEG TEND = %IF(SMPLL!=0.AND.%VALID(Y),1,0)
ELSE
   SET SMPL TBEG TEND = %VALID(Y)

IF %DEFINED(WEIGHT)
   SET P TBEG TEND = WEIGHT
ELSE
   SET P TBEG TEND = 1

SAM(SMPL=SMPL) Y  TBEG TEND S 1
SAM(SMPL=SMPL) P  TBEG TEND W 1
IF SE;   COM ATKSE = %THEIL_BOOTSE(S,W,REPLICAS,BETA)

*   Globals
COM %MEAN = %NA, %NOBS = 0
INQ(SER=S)  *    %NOBS

COM ATK = %THEIL_INEQ(S,W,BETA), %MEAN = %M(S,W)

IF PRINT
   {
   DIS 'Theil Inequality index on Series' %L(Y) %IF(%DEFINED(WEIGHT),'weighted by '+%LABEL(WEIGHT),'')
   DIS 'Observations' %NOBS @+5 '(' @-1 TEND-TBEG+1 'Total -' (TEND-TBEG+1)-%NOBS 'Skipped/Missing)'
   DIS 'Sample period: From' %DATELABEL(TBEG) 'to' %DATELABEL(TEND)
   DIS 'Inequality parameter' ###.## BETA         
   IF SE;   DIS 'Bootstrap Standard Errors in brackets:' REPLICAS 'replications'
   DIS 'Theil index   '              ATK      @41 'Welfare  index'  %MEAN*(1-ATK)
   IF SE;   DIS @21 #.#####  '(' @-1 ATKSE(2) @-1 ')'
   DIS 'Sample mean   '             %MEAN        
   IF SE;   DIS @15          '(' @-1 ATKSE(1) @-1 ')'
   DIS;DIS
   }

IF %DEFINED(OUTIND);     COM OUTIND   = ATK
IF %DEFINED(OUTINDSE);   COM OUTINDSE = ATKSE(2)

CLE SMPL W S P
END PROC THEIL