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


  • Evan Soltas

    (Department of Economics, MIT)

Programming Language



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 ( Windows users should not attempt to download these files with a web browser.

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    confidence sets; ranks; Stata;
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