<p>I would like to know what are the differences between somers’d value and the Gini coefficient.
I have the following values for factors: </p>

<pre><code>Factor     Somers’ D

Factor 1   -0.1
Factor 2   0.24
Factor 3   -0.01
</code></pre>

<p>In terms of Gini, I should change signs from Somers’D column:  </p>

<pre><code>Factor     Gini

Factor 1   0.1
Factor 2   -0.24
Factor 3   0.01
</code></pre>

<p>Is it correct? Could you please tell me what changes between the two representations?</p>

CC BY-SA 4.0
2020-05-28T14:57:31.233Z
I think this article explains the connection pretty well: https://medium.com/james-blogs/credit-risk-metrics-misconception-with-gini-definitions-2b6aedd3db4d
1muflon1
CC BY-SA 4.0
2020-05-28T14:58:46.293Z
Yes, i already had a look at it. However it is still not clear if it is ok to write the values just changing the signs (from negative to positive; from positive to negative). What would it mean? How could I explain it?
Math
CC BY-SA 4.0
2020-05-28T15:06:57.370Z
that is because if you would plot the functions that Somers' D uses are reflections of the ones you would use for direct gini calculation across the 45 degree line (see the first picture in that source. Hence the sign flips in a same way as sign of slope of a line would if you would make reflection of it parallel to x axis.
1muflon1
CC BY-SA 4.0
2020-05-28T15:10:36.487Z
Thank you 1muflon1. Now it is clear. So it is not an error as I wrote in the post, is it not?
Math
CC BY-SA 4.0
2020-05-28T15:17:08.773Z
oh in my comment I assumed you want to replicate someone’s else’s result who got the same numbers but with different signs - maybe I misunderstood - the different sign would be explained that way but depending on what functions you were using the result might be already the Gini you wanted
1muflon1
CC BY-SA 4.0
2020-05-28T15:21:28.560Z
Thank you. Yes, I got these results from a simulation to determine predictive power. It was said that it should be enough changing the signs to get Gini values, but it was not clear to me the logic behind it
Math
<econometrics><mathematical-economics><finance><statistics>
Somers’D and Gini coefficient: differences
Math
# Somers’D and Gini coefficient: differences

(Asked by: username_0 on 2020-05-28)

I would like to know what are the differences between somers’d value and the Gini coefficient.
I have the following values for factors: 
Factor     Somers’ D

Factor 1   -0.1
Factor 2   0.24
Factor 3   -0.01

In terms of Gini, I should change signs from Somers’D column:  
Factor     Gini

Factor 1   0.1
Factor 2   -0.24
Factor 3   0.01

Is it correct? Could you please tell me what changes between the two representations?

**Tags:** econometrics, mathematical-economics, finance, statistics
> **Comments:**
> **username_1**: I think this article explains the connection pretty well: https://medium.com/james-blogs/credit-risk-metrics-misconception-with-gini-definitions-2b6aedd3db4d  
> **username_0**: Yes, i already had a look at it. However it is still not clear if it is ok to write the values just changing the signs (from negative to positive; from positive to negative). What would it mean? How could I explain it?  
> **username_1**: that is because if you would plot the functions that Somers' D uses are reflections of the ones you would use for direct gini calculation across the 45 degree line (see the first picture in that source. Hence the sign flips in a same way as sign of slope of a line would if you would make reflection of it parallel to x axis.  
> **username_0**: Thank you 1muflon1. Now it is clear. So it is not an error as I wrote in the post, is it not?  
> **username_1**: oh in my comment I assumed you want to replicate someone’s else’s result who got the same numbers but with different signs - maybe I misunderstood - the different sign would be explained that way but depending on what functions you were using the result might be already the Gini you wanted  
> **username_0**: Thank you. Yes, I got these results from a simulation to determine predictive power. It was said that it should be enough changing the signs to get Gini values, but it was not clear to me the logic behind it  

---

## 0 answers

