@TechReport{iza:izadps:dp17972, author={Herault, Nicolas and Jenkins, Stephen P.}, title={The T-Statistic Approach to Inference for Inequality Indices: The Issue of Grouping Variability}, year={2025}, month={Jun}, institution={Institute of Labor Economics (IZA)}, address={Bonn}, type={IZA Discussion Paper}, number={17972}, url={https://www.iza.org/publications/dp17972}, abstract={Ibragimov, Kattuman, and Skrobotov (Econometric Reviews, 2025) propose a ‘t-statistic’ approach to inference for inequality indices building on results provided by Ibragimov and Müller (Journal of Business & Economic Statistics, 2010), and they and Midões and de Crombrugghe (Journal of Economic Inequality, 2023) evaluate its performance. We highlight a feature of the t-statistic approach – ‘grouping variability’ – that has been understudied to date, showing how this complicates inference for inequality indices.}, keywords={asymptotic inference;t-statistic inference approach;inequality;grouping variability}, }