Testing Rank Similarity
提出一种检验秩不变性或秩相似性假设的方法,基于回归的检验统计量,并应用于田纳西州STAR班级规模缩减实验数据,发现秩的系统性偏离在统计和经济上均显著。
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.