Statistical Analysis Stack Exchange
Statistical Analysis Stack Exchange

Questions tagged [index-decomposition]

17 questions
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Introduction to index decomposition analysis

Could you recommend an introductory reference to index decomposition analysis, including different methods (e.g. methods linked to the Laspeyre index and methods linked to the Divisa index) properties of decomposition methods which can be used to…
Karsten W.
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Is there a data decay method that decays data based on how much new data it receives?

So here's the situation: There are n balls. Each ball has been voted on a scale of 1-N by an arbitrary number of people. Every day (or every week, or more), some/most/all of the previous voters and some new voters are able to vote on the balls…
Apothem
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Which econometric indices are best for macroeconomic variables?

I want to test index models that are applicable to macroeconomic data to test my hypothesis in R or some other statistical software (I have most of them). The properties of most of the macroeconomic variables have trend--going up or down over time…
Jim Johnson
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Derivation of the Simpson index

I'm interested in the derivation of the Simpson diversity index. I found the normal interpretation of this index, but I'm not able to see what's the "mathematical background" of the formula. I read the original paper of Simpson, but I'm more…
Matthias Preu
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Creating an index that measures how accurate economsits are at predicting the US economy

I am interested in building an index that tracks how accurate economists are at predicting several US economic statistics: US Jobless claims number: comes out weekly, ranges from 100k to 400k, usually in eight year cycles U Michigan Consumer…
user25157
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using stl (seasonal decomposition with loess) for weekly data

I am trying to decompose a weekly time series using the R function 'stl'. One of the important argument of this function is the number of data per cycle. Naturally in this case one would choose 52. However, my data is published every week, on the…
RockScience
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Disagregating overall growth into contributing factors

I have a dataset with library document holdings per publicationyear, which I can query for the frequency of terms, subjects, etc. That allows me to construct times-series of the "popularity" of certain academic terms in the overall library…
mhermans
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How to create an index with only categorical variables (dichotomous, nominal and ordinal) only?

I am currently conducting a study about the involvement of male in family planning. It is of interest to create an index for the involvement of male in FP. My variables were only categorical variables and mainly dichotomous variables. Is there…
paualdemita
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What is the accepted concept behind measuring the contribution of subindexes to aggregate level indexes?

I am trying to find an additive decomposition of a Tornqvist index - to measure the contribution of individual industries to sector-level productivity indexes - and I can find formulae for this, but not the explanation for what these are based…
Frances Krsinich
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How do I construct an economic index with historical data using Principal Component Analysis?

I initially asked this question here: https://economics.stackexchange.com/questions/50054/how-do-i-build-a-synthetic-measure-of-economic-activity-for-linear-regression Since I received a good hint for which statistical method I might want to use, I…
Tototulbi
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Combining items with low correlation and low internal validity using combinatory logic

So I want to combine four items into an index on strong theoretical grounds (scroll all the way down in case you are interested in what those grounds are) but looking at the statistics, I get abysmal results. Cronbach's Alpha =…
FaV1
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Reducing the dimension for partial string matching between two large files

I have two very large files, including POIs and have a tool that could do fuzzy matching between each pair of strings between these two files. The problem is that, it is an O(n^2) problem. Is there any method that would reduce the complexity?
user1848018
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Can I simply subtract an index from another?

I am currently using a measure of the price level (CPI) from which I would like to remove the effects of food prices (also an index). Notice that food prices are included in the CPI (so that CPI is the total index). First, I made sure that both were…
user89073
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How to create indexes from "open" variables

I am running an impact evaluation to investigate the impact of a specific program on several indicators x. These indicators have values between 0 and up to 10000, and a high standard deviation. For my purpose, I'd like to create one index for each…
Lukas Borkowski
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Standardization of index components without mean centering

There are many questions and answers (see here for example) related to standandardization of variables, carried out by taking a value, subtracting the mean (centering) and dividing by standard deviation. I do this in an index that has 3 components…
Forinstance
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