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A Permutation Test Regression Example

Mon, 29 Apr 2019 19:02:08 GMT

In a post last week I talked a bit about Permutation (Randomization) tests, and how they differ from the (classical parametric) testing procedure that we generally use in econometrics. I'm going to assume that you've read that post. (There may be a snap quiz at some point!) I promised that I'd provide a regression-based example. After all, the two examples that I went through in that previous post were designed to expose the fundamentals of permutation/randomization testing. They really didn't...