Data

rich_lists_data.zip: net worth values from Forbes and other magazines for the US, the world, Russia and China used in the paper: Brzezinski Michal (2014), Wealth Distributions and Power Laws: Evidence from "Rich Lists", Physica A, vol. 406, pp. 155-162.

Stata programs

These programs are in an early stage of development. Comments and bug reports are welcomed at mbrzezinski@wne.uw.edu.pl. You can install the programs from within a net-aware Stata by typing: net from http://coin.wne.uw.edu.pl/mbrzezinski/software, and following instructions.

  • powerlaw: Stata programs to detect power law (or Pareto) behaviour in empirical data using model fitting, goodness of fit and model selection tests. This package is accompanying the paper: Brzezinski Michal (2014), Wealth Distributions and Power Laws: Evidence from "Rich Lists", Physica A, vol. 406, pp. 155-162.
    The methods are taken from A. Clauset, C.R. Shalizi, and M.E.J. Newman (2009), "Power-law distributions in empirical data", SIAM Review 51(4), 661-703, ado-files: powerlaw.zip, example do-file: example.do, help files are not ready yet.
  • gb2dist: Stata program for computing poverty and inequality indices (including the Gini index) for the Generalized Beta of the Second Kind (GB2) distribuiton, ado-file: gb2dist.ado, help file: gb2ineq.sthlp.
  • nrpec: Stata program for non-robust Pareto error criterion for choosing the scale parameter (x0) of Pareto distribution, ado-file: nrpec.ado, help file: nrpec.sthlp.
  • rpec: Stata program for robust Pareto error criterion for choosing the scale parameter (x0) of Pareto distribution, ado-file: rpec.ado, help file: rpec.sthlp.
  • paretowml: Stata program for weighted maximum likelihood estimator (WMLE) for the shape parameter of Pareto distribution (alpha), ado-file: paretowml.ado, help file: paretowml.sthlp.
  • compsta: Stata program for testing computational stability of estimation using perturbation tests, ado-file: compsta.ado, help file: coming soon.
  • elpp: Stata program for computing Essama-Nssah and Lambert pro-poorness indices, ado-file: elpp.ado, help file: elpp.sthlp.
  • svyrich: Stata program for computing richness indices and their standard errors from survey data, ado-file: svyrich.ado, help file: svyrich.sthlp.