Testing Rank Similarity

• 成果类型: Article
• 署名作者: Frandsen, Brigham R.; Lefgren, Lars J.
• 署名单位: Brigham Young University
• 刊物名称: REVIEW OF ECONOMICS AND STATISTICS
• ISSN/ISSBN: 0034-6535
• DOI: 10.1162/REST_a_00675
• 发表日期: 2018-03
• 页码: 86-91
• 关键词: instrumental variable estimation; quantile regression; models; identification; inference; size

摘要

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.