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CSRANKS: Stata module to construct uniformly asymptotically valid confidence sets on ranks

Author

Listed:
  • Evan Soltas

    (Department of Economics, MIT)

Programming Language

Stata

Abstract

csranks implements the methods in "Inference on Ranks with Applications to Mobility Across Neighborhoods and Academic Achievement Across Countries" by Magne Mogstad, Joseph P. Romano, Azeem M. Shaikh, and Daniel Wilhelm (2020). They introduce methods to construct uniformly asymptotically valid two-sided confidence intervals on the ranks of observations in a distribution. These methods require only the means and standard error of means of observations of the observations to be ranked, under an independence assumption across observations. This program implements their methods for marginal confidence intervals that are valid for individual observations as well as for the simultaneous confidence set over all observations.

Suggested Citation

  • Evan Soltas, 2021. "CSRANKS: Stata module to construct uniformly asymptotically valid confidence sets on ranks," Statistical Software Components S458898, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s458898
    Note: This module should be installed from within Stata by typing "ssc install csranks". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

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    File URL: http://fmwww.bc.edu/repec/bocode/c/csranks.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/c/csranks.sthlp
    File Function: help file
    Download Restriction: no
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    More about this item

    Keywords

    confidence sets; ranks; Stata;
    All these keywords.

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