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26 janvier 2024
- 2401.15205
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Economics - EconometricsSujets proches
Instruction and study--Methods Induction, Ampliative Ampliative induction Inference (Logic) Instruction and study--MethodsCiter ce document
Denis Chetverikov et al., « csranks: An R Package for Estimation and Inference Involving Ranks », arXiv - économie
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Résumé
This article introduces the R package csranks for estimation and inference involving ranks. First, we review methods for the construction of confidence sets for ranks, namely marginal and simultaneous confidence sets as well as confidence sets for the identities of the tau-best. Second, we review methods for estimation and inference in regressions involving ranks. Third, we describe the implementation of these methods in csranks and illustrate their usefulness in two examples: one about the quantification of uncertainty in the PISA ranking of countries and one about the measurement of intergenerational mobility using rank-rank regressions.