2020
DOI: 10.1111/rssc.12402
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A Joint Confidence Region for an Overall Ranking of Populations

Abstract: National statistical agencies lack statistical methodology to express uncertainty in their released estimated overall rankings. For example, the US Census Bureau produced an 'explicit' ranking of the states based on observed sample estimates during 2011 of mean travel time to work. Current literature provides measures of uncertainty in estimated individual ranks, but not a direct measure of uncertainty for the estimated overall ranking. We construct and visualize a joint confidence region for the true unknown … Show more

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Cited by 20 publications
(65 citation statements)
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“…Our paper aligns with the frequentist literature on incorporating uncertainty into rankings (Andrews et al, 2019;Klein et al, 2020;Xie et al, 2009). One recent paper that is highly related to our own is Mogstad et al (2021) which proposes frequentist methods for constructing marginal confidence sets for both the rank of a single subject and the joint rankings of all subjects.…”
Section: Discussionsupporting
confidence: 65%
“…Our paper aligns with the frequentist literature on incorporating uncertainty into rankings (Andrews et al, 2019;Klein et al, 2020;Xie et al, 2009). One recent paper that is highly related to our own is Mogstad et al (2021) which proposes frequentist methods for constructing marginal confidence sets for both the rank of a single subject and the joint rankings of all subjects.…”
Section: Discussionsupporting
confidence: 65%
“…Consider the case in which θ(P ) is a vector of expectations andθ the corresponding vector of sample means. Then, the two confidence sets R joint n in Lemma B.1, one using the critical value in (40) and the other the Bonferroni critical value in (41), coincide with the two proposals in Klein et al (2020). The simulations in Section 4 confirm the results in Lemma B.1 by showing that our confidence sets for ranks are either of similar or strictly smaller size than those by Klein et al (2020).…”
Section: Appendix B An Alternative Construction Of Confidence Sets Fosupporting
confidence: 61%
“…As mentioned previously, in each case, we begin by describing a simple construction that relies on simultaneous confidence sets for certain pairs of populations before showing how to improve upon this construction using an appropriately chosen multiple hypothesis testing problem. In Section 4, we examine the finite-sample behavior of our inference procedure via a simulation study, including a comparison with the method proposed by Klein et al (2020). Finally, in Section 5, we apply our inference procedures to re-examine the rankings of both developed countries in terms of academic achievement and neighborhoods in the United States in terms of intergenerational mobility.…”
Section: Introductionmentioning
confidence: 99%
“…Second, we propose a bootstrap method that accounts for the dependence in the estimators of the multinomial success probabilities. Our paper is also related to a recent paper by Klein et al (2020), who consider the problem of constructing confidence sets analogous to those in Mogstad et al (2020). We show how a modification of their procedure can also be used to construct confidence sets that are valid in finite samples in the presence of multinomial data.…”
Section: Introductionmentioning
confidence: 76%