Can someone explain how to build rankings with a set of variables and give examples of application?
For example, if I have information about several countries and I want to rank them, what kind of statisticall software do I need to use?
For ranking the information provided in the form of variables. You can use DEA (data envelopment analysis)..
Nuno,
Essentially, you're creating a composite variable (combining multiple indicator values into some overall index). Here is a good resource to get you started: http://www.oecd.org/std/leading-indicators/42495745.pdf
Good luck with your work!
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