ineqpy.grouped.stats

Stats’ module.

Module Contents

Functions

variance_hat_group([data, variable, weights, group])	Calculate variance.
moment_group([data, variable, weights, group, order])	Calculate the asymmetry of each h stratum.
quasivariance_hat_group([data, variable, weights, group])	Calculate quasivariance.

ineqpy.grouped.stats.variance_hat_group(data=None, variable='x', weights='w', group='h')

Calculate variance.

Data a DataFrame calculates the sample variance for each stratum. The objective of this function is to make it easy to calculate the moments of the distribution that follows an estimator, eg. Can be used to calculate the variance that follows the mean.

Parameters:

datapandas.DataFrame

Dataframe containing the series needed for the calculation

xstr

weightsstr

Name of the weights w in the DataFrame

groupstr

Name of the stratum variable h in the DataFrame

Returns:

vhat_hpandas.Series

A series with the values of the variance of each h stratum.

Examples

>>> # Computes the variance of the mean
>>> data = pd.DataFrame(data=[renta, peso, estrato],
                        columns=["renta", "peso", "estrato"])
>>> v = variance_hat_group(data)
>>> v
stratum
1                700.917.728,64
2              9.431.897.980,96
3            317.865.839.789,10
4            741.304.873.092,88
5            535.275.436.859,10
6            225.573.783.240,68
7            142.048.272.010,63
8             40.136.989.131,06
9             18.501.808.022,56
dtype: float64

>>> # the value of de variance of the mean:
>>> v_total = v.sum() / peso.sum() ** 2
    24662655225.947945

ineqpy.grouped.stats.moment_group(data=None, variable='x', weights='w', group='h', order=2)

Calculate the asymmetry of each h stratum.

Parameters:

variablearray or str

weightsarray or str

grouparray or str

datapd.DataFrame, optional

orderint, optional

Returns:

moment_of_orderfloat

ineqpy.grouped.stats.quasivariance_hat_group(data=None, variable=None, weights=None, group=None)

Calculate quasivariance.

Sample variance of variable, calculated as the second-order central moment.

Parameters:

datapd.DataFrame, optional

pd.DataFrame that contains all variables needed.

variablearray or str

variable x apply the statistic. If data is None then must pass this argument as array, else as string name in data

weightsarray or str

weights can be interpreted as frequency, probability, density function of x, each element in x. If data is None then must pass this argument as array, else as string name in data

grouparray or str

group is a categorical variable to calculate the statistical by each group. If data is None then must pass this argument as array, else as string name in data

Returns:

shat2_grouparray or pd.Series

Notes

This function is useful to calculate the variance of the mean.

References

Moment (mathematics). (2017, May 6). In Wikipedia, The Free Encyclopedia. Retrieved 14:40, May 15, 2017, from https://en.wikipedia.org/w/index.php?title=Moment_(mathematics)&oldid=778996402