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Estimation and goodness-of-fit criteria in logistic regression model
Ondrušková, Markéta ; Hanzák, Tomáš (advisor) ; Zvára, Karel (referee)
In this bachelor thesis we describe binary logistic regression model and estimation of model's parameters by maximum likelihood method. Then we propose algorithm for the least squares method. In the goodness-of-fit criteria part we define Lorenz curve, Gini coefficient, C-statistics, Kolmogorov-Smirnov statistics and coefficient of determination R2 . We derive their relation to different sample coefficients of correlation. We derive typical relation between Gini coeffi- cient, Kolmogorov-Smirnov statistics and newly also coefficient of determination R2 via model of normally distributed score of bad and good clients. These derived teoretical results are verified on three real data sets. Keywords: Binary logistic regression, maximum likelihood, ordinary least squa- res, Gini coefficient, coefficient of determination. 1
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Analysis and prediction of league games results
Šimsa, Filip ; Hanzák, Tomáš (advisor) ; Večeř, Jan (referee)
The thesis is devoted to an analysis of ice hockey matches results in the highest Czech league competition in seasons 1999/2000 to 2014/2015 and to prediction of the following matches. We describe and apply Kalman filter theory where forms of teams represent an unobservable state vector and results of matches serve as measurements. Goal differences are identified as a suitable transformation of a match result. They are used as a dependent variable in a linear regression to find significant predictors. For a prediction of a match result we construct an ordinal model with those predictors. By using generalized Gini coefficient, we compare a diversifica- tion power of this model with betting odds, which are offered by betting companies. At the end, we combine knowledge of odds before a match with other predictors to make a prediction model. This model is used to identify profitable bets. 1
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Změny v distribuci příjmů v USA a dekompozice Giniho koeficientu
Roček, Tomáš
Roček, T. Changes in income distribution in the USA and decomposition of Gini coefficient. Diploma thesis. Brno: Mendel University, 2016. Since the 80s of the last century, the United States has seen a considerable income inequality growth. This diploma thesis analyses the influence of individual income sources on determination of inequality, esteems their significance and formulates instruments that the government can use to affect these sources. This diploma thesis contains decomposition of Gini coefficient. This decomposition revealed, that the source, which is the most important determinant of the total income ine-quality are salaries and wages. Sales of assets contributed the most to the rise of inequality in the analysed period from 2000 to 2014. This income source also has the highest potential for further growth of income inequality. Discussion part, which follows, contains the debate about the main causes of this progression and the relevance of researching the income inequality issue. Based on the approach used in this diploma thesis, it is possible to decompose the Gini coefficient in any state or region, and to explore the inequality determinants in this way. This thesis also offers a comprehensive view on the whole issue.
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Vstupní data jako determinant výsledků měření daňové progresivity
Opluštilová, Monika
Opluštilová, M. How the measurement of tax progressivity is determined by input data. Diploma thesis. Brno: Mendel University, 2018. The diploma thesis deals with the influence of input data on the final values of the measurement of tax progressivity. For the calculation of the Gini coefficient and other selected indicators for 2015 are used data from Household Budget Survey and the Statistics on Income and Living Conditions (EU-SILC), which are published by the Czech Statistical Office. It was also examined the impact of equivalence scales on the Gini coefficient before taxation and after taxation, as well as the impact of the change in the quantile distribution of income from deciles to quintiles, which occurred in 2016 in Household Budget Survey. The results of the thesis show the significant impact of the chosen survey and the quantile distribution of income. On the other hand, it shows the negligible impact of equivalence scales.
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Nerovnosť v príjmoch obyvateľov ako determinant ekonomického rastu krajiny
Kocurová, Tamara
In this bachelor thesis is examined the dependence of economic performance and economic growth of the country on income inequality, based on data collected upon EU countries. The literature overview describes the income inequality, its causes, development, impact and possible solutions to its reduction. Regression and cluster analysis was used to determine the dependence. The thesis shows that income inequality has a negative impact on the country’s GDP, but its impact on economic growth is not clear.
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Vliv příjmových nerovností na investiční rozhodování domácností
Šumbera, Karel
Šumbera, K. The influence income inequality on making investment decision. Bachelor thesis. Brno: Mendel University, 2019. In beginning this bachelor thesis I described different methods for measurement income inequality. After I researched development income inequality in OECD countries from II. World war by Gini coefficient. Next step were described basic and remarkable causes this development. In solution I have explained basic in-vestment rule and one of a few solutions for mitigated development income ine-quality. In the end I gave a few factors about current economic cycle for support my solution.
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Měření progrese důchodové daně ve vybraných zemích Evropské unie
Hýsková, Markéta
Hýsková, M. Measurement of income tax progressivity in selected countries of the European Union. Bachelor thesis. Brno: Mendel University, 2018. This Bachelor thesis deals with the measurement of personal income tax progres-sivity in selected countries of the European Union. The aim of this thesis is to assess whether countries with a uniform nominal tax rate can evince the same or higher progressive taxation as a country with a progressive nominal tax rate through the further set-up of the tax system. It has been confirmed that the tax system, especially tax relief, has an impact on tax progressivity by calculating the Gini coefficient and the resulting values of the Musgrave and Thin index.
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Faktory ovlivňující příjmovou nerovnost
Koukalová, Pavla
This diploma thesis deals with the identification of factors that affect income inequality in the world. The literary overview describes the issue of income inequality, possible methods of measurement, projected factors of influence and the possibility of addressing income inequality. Statistical methods, in particular cluster, regression and panel analysis, are used to quantify and define the significance of the selected factors. The economic and technological level of the country, the education and the state of health of the population are key economic and demographic indicators. Each of these indicators, according to the results of the regression analysis, has a weak negative effect on income inequality, reducing it. The results of the panel analysis demonstrate that an indicator of the level of technology, education and the state of health of the population can be included among the major factors affecting income inequality in the world. The indicator of the economic level measured using per capita gross domestic product has proved insignificant, which means that while GDP has an impact on Gini’s coefficient, the other variables describe the relationship better.
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Economic inequalities in EU: capital flows between the core and the periphery
Deďo, Peter ; Hána, David (advisor) ; Kebza, Martin (referee)
The subject of this bachelor thesis is the economic inequalities in the European Union between 1999 and 2018, with the aim to analyze the impact of capital flows resulting from dividends and remittances paid out on the development of spatial disparities between national states. The first part of the thesis attempts to anchor the theme into the concept of the World system by I. Wallerstein with an overlap into the historical context, which formed the basis for today's polarization of Europe. The following is a brief description of the pros and cons of inequalities with the presentation of the European Union's efforts to address this problem. In the methodological part there are described the tools for the study of variability and capital flows. The empirical study applies methodological approaches to the specific data of gross domestic product and gross disposable income coming mainly from Eurostat. Subsequently, the author tries to interpret the obtained analysis outputs. Keywords: European Union, inequalities, capital flows, Gini coefficient, GDP, structural funds
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Impact of taxes and benefits on income inequality in the Czech Republic
Hospodka, Jakub ; Pavel, Jan (advisor) ; Vaskovskyi, Anton (referee)
The aim of this Bachelor thesis is to analyze the impacts of the tax system and the state social support benefits on the level of income inequality in the Czech Republic between 2004 and 2014. The space is also devoted to anchoring both systems and explaining the part of their functioning that is relevant for the mentioned topic. The Gini coefficient, the Robin Hood Index and the S80 / S20 ratio are used to quantify income inequality. The analysis consists of the creation of four income categories based on the EU SILC survey and the subsequent application of the above-mentioned indicators.
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