get_rif_interquantile_ratio {rifreg}

Estimate RIF of interquantile ratio

Description

Compute the recentered influence function (RIF) of a weighted interquantile ratio.

Usage

get_rif_interquantile_ratio(dep_var, weights, probs, ...)

Arguments

dep_var

dependent variable of a distributional function. Discrete or continuous numeric vector.

weights

numeric vector of non-negative observation weights, hence of same length as dep_var. The default (NULL) is equivalent to weights = rep(1, length(dep_var)).

probs

a vector of length 2 with probabilities corresponding to the quantiles in the ratio's numerator and the denominator. The function defines the interquantile ratio as the ratio between the quantile with the larger probability (numerator) and the quantile with the lower probability (denominator).

...

further arguments passed on to density.

Value

A data frame with one column containing the RIF of the interquantile ratio for each observation.

References

Chung, Choe, and Philippe Van Kerm. 2018. "Foreign workers and the wage distribution: What does the infuence function reveal?", Econometrics 6(3), 41.

Examples

set.seed(123)
dep_var <- rlnorm(100)
weights <- rep(1, 100)
get_rif_interquantile_ratio(dep_var, probs = c(0.1, 0.9), weights = weights)