Multivariate Ranks-Based Concordance Indexes
The theoretical contributions to a “good” taxation have put the attention on the relations between the efficiency and the vertical equity without considering the “horizontal equity” notion: only recently, measures connected to equity (iniquity) of a taxation have been introduced in literature. The taxation problem is limited to the study of two quantitative characters: however the concordance problem can be extended in a more general context as we present in the following sections. In particular, the aim of this contribution consists in defining concordance indexes, as dependence measures, in a multivariate context. For this reason a k-variate (k > 2) concordance index is provided recurring to statistical tools such as ranks-based approach and multiple linear regression function. All the theoretical topics involved are shown through a practical example.
KeywordsLinear Regression Model Gini Index Lorenz Curve Residual Deviance Concordance Index
The authors acknowledge financial support from the European grant EU-IP MUSING (contract number 027097). The paper is the result of the close collaboration among the authors, however, it has been written by Emanuela Raffinetti with the supervision of Prof. Paolo Giudici.
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