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Price coefficient sign reverses — scope, not damages

Intuition (plain-language)

It is tempting to read "frequent losers present → higher prices" as a damages number — proof the cartel overcharges. Resist it. Once you compare only genuinely similar tenders, the sign flips to negative. A correlation that changes sign depending on the comparison set cannot be a clean estimate of overcharge. What the price pattern can tell you is where the loser-side signal is economically live (it bites in the high-value segment the framework predicts), not how much anyone was overcharged. Scope, not damages.

🟡 The price coefficient associated with the FL margin reverses sign when overlap discipline is applied, in a pattern that defeats the naive damages reading and supports a scope interpretation: prices tell us where the loser-side ranking applies, not how much the cartel overcharges.

Headline reversal (AN-019):

Specification FL price coefficient
Baseline FE (FL14 on price) +6.36%
Overlap-cell ATT (matched within same cell) −9.72%
PS ATT (trimmed) −30.67%

The sign flips when the comparison stratum is disciplined to within- cell. RDD coefficients across bandwidths are stable and small (+4.3%, +5.5%, +6.0%; AN-019); the McCrary density ratio at the cap is 0.94 (no bunching). The DiD around Decreto 9.412/2018 returns null on FL × cap interaction (AN-020).

Modal asymmetry (AN-016, AN-022):

Modality Binary FL coef Continuous FL coef
Pregão +9.59% (p < 10⁻³) +2.62%
Convite +3.92% (p = 0.037) +1.24%

Pregão/Convite ratio: 2.45× (binary), 2.11× (continuous).

Joint-specification sign reversal (AN-015, AN-022): when FL14 binary and continuous log_tc enter together, the FL14 coefficient flips negative (−0.075 in the full sample) while the continuous coefficient remains positive (+0.035). The binary picks up truncation noise that the continuous score absorbs.

Descriptive decomposition (AN-039, AN-040): the reversal decomposes into a positive across-cell selection component (non-treated price rises Δ = 5.58 log-points with cell FL-share; full-FE coefficient +3.55) and a negative within-cell association (winner-to-reference −0.048, accounted for by +0.507 log-bidders), exchanging sign at the tender-density margin. These are descriptive associations consistent with economic non-neutrality; they do not identify a mechanism, a causal price effect, overcharges, or damages. The manuscript (§7 / Appendix E) keeps the decomposition as scope evidence, subordinate to the evidence-allocation claim.

The sign reversal is, by itself, the load-bearing piece of legal disciplining: a screening tool that confused scope with damages would overreach in court, and the manuscript explicitly separates the two. The finding therefore enables the legal-economic claim of §7 rather than contradicting it.

Caveat. The sign reversal reading is consistent with the scope interpretation under the assumption that the loser-side adjacency target is correctly identified. The price evidence is descriptive and supportive — not a counterfactual welfare exercise. The reading is 🟡 and explicitly not the headline of the paper; price evidence is framed as secondary to the triage and cobidder-concentration results.

Sources.

  • Own analysis: AN-019 (RDD price + overlap ATT), AN-020 (DiD around decree), AN-016 (modal AUC asymmetry), AN-022 (modal falsification), AN-015 (joint-spec sign flip), AN-037 (headline three-spec progression +0.064 → −0.097, p = 1.7 × 10⁻¹⁰; within- overlap subgroup negative in 14/15 cells), AN-038 (item- group segment betas; group 37 −0.126 stays negative across specs), AN-039 (across-cell selection component, descriptive), AN-040 (within-cell association via bidder count, descriptive — not mechanism identification).
  • Cross-refs: H:price-scope-sign-reversal; docs/extensions.md.
  • Macros: \valMatchBaselineCoef (+6.36%), \valMatchOverlapCoef (−9.72%), \valMatchPSCoef (−30.67%), \valFalBinPregCoef (+9.59%), \valFalBinConvCoef (+3.92%), \valFalBinRatio (2.45×), \valMcCraryRatio (0.94), \valRDDtight/Mid/Wide.
  • Validation: backing scripts scripts/13_rdd_cap.R, scripts/14_did_decreto_2018.R, scripts/37_gate_d2_modal_auc.R, scripts/46_falsification_pregao_only.R, scripts/51_item_level_scope_match.R, scripts/59_sign_reversal_decomp.R.