csranks (Q62898)
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Statistical Tools for Ranks
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | csranks |
Statistical Tools for Ranks |
Statements
24 January 2024
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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>.
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