Abstract
Recently, the analysis of ordered and non-ordered categorical variables has assumed a relevant role, especially with regard to the evaluation of customer satisfaction, health and educational effectiveness. In such real contexts, the study of dependence relations among the involved variables represents an attractive research field. However, the categorical nature of variables does not always successfully allow the application of the existing standard dependence measures, since categorical data are not specified according to a metric scale. In fact, the aforementioned statistical methods are more appropriate in a purely quantitative setting, because based on the Euclidean distance. Our purpose aims at overcoming these restrictions by extending the dependence study in a quali–quantitative perspective. The idea is focused on employing specific statistical tools, such as the Lorenz curves and the so-called Lorenz zonoids. A novel Lorenz zonoids-based relative dependence measure is proposed as an alternative to the partial correlation coefficient to establish each categorical covariate contribution in a multiple linear regression model.
This is a preview of subscription content, log in via an institution.
Buying options
Tax calculation will be finalised at checkout
Purchases are for personal use only
Learn about institutional subscriptionsNotes
- 1.
Hereafter we simply denote with “categorical” both ordered and non-ordered categorical variables.
- 2.
Relative data, that is data divided by their mean value is motivated by the classical definition of Lorenz curve. Since the Lorenz zonoid is exactly the Lorenz curve extension in the multidimensional context, one has to consider relative random vectors.
- 3.
The dual Lorenz curve corresponds to the Lorenz curve built by ordering the underlying variable values in a decreasing sense.
- 4.
\(\mathit{Var}(\hat{Y }_{X_{1},\ldots ,X_{k}})\) denotes the Y variability “explained” by X 1, …, X k whereas \(\mathit{Var}(\hat{Y }_{X_{1},\ldots ,X_{k+1}})\) denotes the Y variability “explained” by X 1, …, X k + 1.
References
Agresti, A.: Categorical Data Analysis. Wiley, Chichester (2002)
Billingsley, P.: Probability and Measure, 3rd edn. Wiley, Chichester (1995)
Dall’Aglio, M., Scarsini, M.: Zonoids, linear dependence, and size-biased distributions on the simplex. Adv. Appl. Probab. 35 (2003)
Giudici, P., Figini, S.: Applied Data Mining for Business and Industry, John Wiley & Sons, Second Edition (2009)
Giudici, P., Raffinetti, E.: On the Gini measure decomposition. Stat. Probab. Lett. 81(1), 133–139 (2011)
Koshevoy, G.: Multivariate Lorenz majorization. Soc. Choice Welfare 12 (1995)
Koshevoy, G., Mosler, K.: The Lorenz zonoids of a multivariate distribution. J. Am. Stat. Assoc. 91(434) (1996)
Koshevoy, G., Mosler, K.: Multivariate Lorenz dominance based on zonoids. AStA Adv. Stat. Anal. 91(1), 57–76 (2007)
Mosler, K.: Majorization in economic disparity measures. Lin. Algebra Appl. 220 (1994)
Muliere, P.: Some remarks about the horizontal equity of a taxation (in Italian). Comunicazione 2, (1986), Milano, ed. by Bocconi
Muliere, P., Petrone, S.: Generalized Lorenz curve and monotone dependence orderings. Metron L(3-4) (1992)
Raffinetti, E.: Multivariate Dependence Measures through Lorenz Curves and their Generalization. Ph.D. Thesis, Chapter 4, Università L, Bocconi (2011)
Raffinetti, E., Giudici, P.: Multivariate Ranks-based concordance indexes. In: Di Ciaccio, A., Coli, M., Angulo I., Jose M. (eds.) Advanced Statistical Methods for the Analysis of Large Data-Sets, “Studies in Theoretical and Applied Statistics” series. Springer, Berlin Heidelberg (2012)
Acknowledgements
A special acknowledge goes to referees for their helpful comments and suggestions.
Author information
Authors and Affiliations
Corresponding author
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2013 Springer-Verlag Berlin Heidelberg
About this chapter
Cite this chapter
Raffinetti, E., Giudici, P. (2013). Lorenz Zonoids and Dependence Measures: A Proposal. In: Torelli, N., Pesarin, F., Bar-Hen, A. (eds) Advances in Theoretical and Applied Statistics. Studies in Theoretical and Applied Statistics(). Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-35588-2_6
Download citation
DOI: https://doi.org/10.1007/978-3-642-35588-2_6
Published:
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-35587-5
Online ISBN: 978-3-642-35588-2
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)