danielwilhelm/R-CS-ranks: Statistical Tools for Ranks

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>.

install.packages("remotes")
remotes::install_github("danielwilhelm/R-CS-ranks")