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Testing Rank Similarity

delete2018-03-01
delete26
PRE
AI
B
Brigham Frandsen *
L
Lars Lefgren
DOI:10.1162/REST_a_00675delete
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摘要

摘要

En 中文
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.
Keyword:
INSTRUMENTAL VARIABLE ESTIMATION
QUANTILE REGRESSION
MODELS
IDENTIFICATION
INFERENCE
SIZE
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期刊

Review of Economics and Statistics 封面图
Review of Economics and Statistics
IF:
6.8
论文数:
3.6K
被引数:
2.1W

机构

B
Brigham Young University
学者数:
9.0K
论文数: 6.0K
被引数: 9.3K
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