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Testing Rank Similarity

Author

Listed:
  • Brigham R. Frandsen

    (Brigham Young University)

  • Lars J. Lefgren

    (Brigham Young University)

Abstract

We introduce a test of the rank invariance or rank similarity assumption common in treatment effects and instrumental variables models. The test probes the implication that the conditional distribution of ranks should be identical across treatment states using a regression-based test statistic. We apply the test to data from the Tennessee STAR class-size reduction experiment and show that systematic slippages in rank can be important statistically and economically.

Suggested Citation

  • Brigham R. Frandsen & Lars J. Lefgren, 2018. "Testing Rank Similarity," The Review of Economics and Statistics, MIT Press, vol. 100(1), pages 86-91, March.
  • Handle: RePEc:tpr:restat:v:100:y:2018:i:1:p:86-91
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    File URL: http://www.mitpressjournals.org/doi/pdf/10.1162/REST_a_00675
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    Cited by:

    1. Callaway, Brantly, 2021. "Bounds on distributional treatment effect parameters using panel data with an application on job displacement," Journal of Econometrics, Elsevier, vol. 222(2), pages 861-881.
    2. Francine D. Blau & Lawrence Kahn & Nikolai Boboshko & Matthew Comey, 2021. "Th Impact of Selection into the Labor Force on the Gender Wage Gap," CESifo Working Paper Series 9103, CESifo.
    3. Pereda-Fernández, Santiago, 2023. "Identification and estimation of triangular models with a binary treatment," Journal of Econometrics, Elsevier, vol. 234(2), pages 585-623.
    4. Yingying DONG & Ying-Ying LEE & Michael GOU, 2019. "Regression Discontinuity Designs with a Continuous Treatment," Discussion papers 19058, Research Institute of Economy, Trade and Industry (RIETI).
    5. repec:hal:spmain:info:hdl:2441/1dniduq06u8se8q5enfvnorti9 is not listed on IDEAS
    6. P. Givord & M. Suarez Castillo, 2019. "Excellence for all? Heterogeneity in high-schools’ value-added," Documents de Travail de l'Insee - INSEE Working Papers g2019-14, Institut National de la Statistique et des Etudes Economiques.
    7. Anthony Strittmatter, 2019. "Heterogeneous Earnings Effects of the Job Corps by Gender Earnings: A Translated Quantile Approach," Papers 1908.08721, arXiv.org.
    8. Alfonso Rosolia, 2021. "Does information about current inflation affect expectations and decisions? Another look at Italian firms," Temi di discussione (Economic working papers) 1353, Bank of Italy, Economic Research and International Relations Area.
    9. Songnian Chen & Shakeeb Khan & Xun Tang, 2020. "Dummy Endogenous Variables in Weakly Separable Multiple Index Models without Monotonicity," Boston College Working Papers in Economics 996, Boston College Department of Economics.
    10. Songnian Chen & Shakeeb Khan & Xun Tang, 2022. "Endogeneity in Weakly Separable Models without Monotonicity," Papers 2208.05047, arXiv.org.
    11. Jau-er Chen & Chen-Wei Hsiang, 2019. "Causal Random Forests Model Using Instrumental Variable Quantile Regression," Econometrics, MDPI, vol. 7(4), pages 1-22, December.
    12. Songnian Chen & Shakeeb Khan & Xun Tang, 2020. "Identification and Estimation of Weakly Separable Models Without Monotonicity," Papers 2003.04337, arXiv.org, revised Apr 2020.
    13. Masayuki Sawada, 2019. "Noncompliance in randomized control trials without exclusion restrictions," Papers 1910.03204, arXiv.org, revised Jun 2021.
    14. Marion Aouad & Timothy T. Brown & Christopher M. Whaley, 2021. "Understanding the distributional impacts of health insurance reform: Evidence from a consumer cost‐sharing program," Health Economics, John Wiley & Sons, Ltd., vol. 30(11), pages 2780-2793, November.
    15. Lars Kunze & Nicolai Suppa, 2020. "Who Is Bowling Alone? Quantile Treatment Effects of Unemployment on Social Participation," SOEPpapers on Multidisciplinary Panel Data Research 1077, DIW Berlin, The German Socio-Economic Panel (SOEP).
    16. David Powell, 2020. "Quantile Treatment Effects in the Presence of Covariates," The Review of Economics and Statistics, MIT Press, vol. 102(5), pages 994-1005, December.
    17. Strittmatter, Anthony, 2019. "Heterogeneous earnings effects of the job corps by gender: A translated quantile approach," Labour Economics, Elsevier, vol. 61(C).
    18. repec:hal:journl:hal-03389176 is not listed on IDEAS

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