csranks

CRANcsranksMaRDI QIDQ62898FDOQ62898

Statistical Tools for Ranks

Daniel Wilhelm, Pawel Morgen

Last update: 24 January 2024

Copyright license: GNU General Public License

Software version identifier: 1.0.1, 1.2.0, 1.2.1, 1.2.2

Description

Account for uncertainty when working with ranks. Estimate standard errors consistently in linear regression with ranked variables. Construct confidence sets of various kinds for positions of populations in a ranking based on values of a certain feature and their estimation errors. Theory based on Mogstad, Romano, Shaikh, and Wilhelm (2023)<doi:10.1093/restud/rdad006> and Chetverikov and Wilhelm (2023) <arXiv:2310.15512>.

Cites work

• Inference for Rank-Rank Regressions
• Inference for Ranks with Applications to Mobility across Neighbourhoods and Academic Achievement across Countries

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