csranks: Statistical Tools for Ranks
Daniel B. Wilhelm, Paweł Morgen · 2023
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) and Chetverikov and Wilhelm (2023) .