For the identity
$$\sum_{p=k}^n {n\brack p} {p\choose k}
= {n+1\brack k+1}$$
we obtain on the LHS using formal power series
$$n! [z^n] \sum_{p=k}^n {p\choose k}
\frac{1}{p!} \left(\log\frac{1}{1-z}\right)^p$$
We have $\log\frac{1}{1-z} = z + \cdots$ so there is no contribution
to the coefficient extractor when $p\gt n$ and we may continue with
$$n! [z^n] \sum_{p\ge k} {p\choose k}
\frac{1}{p!} \left(\log\frac{1}{1-z}\right)^p
\\ = n! [z^n] \sum_{p\ge 0} {p+k\choose k}
\frac{1}{(p+k)!} \left(\log\frac{1}{1-z}\right)^{p+k}
\\ = n! [z^n] \left(\log\frac{1}{1-z}\right)^{k}
\sum_{p\ge 0} {p+k\choose k}
\frac{1}{(p+k)!} \left(\log\frac{1}{1-z}\right)^{p}
\\ = n! [z^n] \frac{1}{k!} \left(\log\frac{1}{1-z}\right)^{k}
\sum_{p\ge 0} \frac{1}{p!} \left(\log\frac{1}{1-z}\right)^{p}
\\ = n! [z^n] \frac{1}{k!} \left(\log\frac{1}{1-z}\right)^{k}
\exp\log\frac{1}{1-z}
\\ = n! [z^n]
\frac{1}{k!} \left(\log\frac{1}{1-z}\right)^{k}
\frac{1}{1-z}.$$
For the RHS we start from
$$\sum_{n\ge 0} {n\brack k+1} \frac{z^n}{n!}
= \frac{1}{(k+1)!} \left(\log\frac{1}{1-z}\right)^{k+1}$$
so that by differentiation
$$\sum_{n\ge 0} {n+1\brack k+1} \frac{z^n}{n!}
= \frac{1}{k!} \left(\log\frac{1}{1-z}\right)^{k}
\frac{1}{1-z}.$$
We see that the LHS and the RHS have the same EGF and this proves the
claim. Here we have made repeated use of the labeled combinatorial
class
$$\def\textsc#1{\dosc#1\csod}
\def\dosc#1#2\csod{{\rm #1{\small #2}}}
\textsc{SET}(\mathcal{U}\times \textsc{CYC}(\mathcal{Z})).$$
This is the decomposition of permutations into sets of disjoint
cycles.
The identity $$\sum _{p=k}^{n}{\left[{n \atop p}\right]{\binom {p}{k}}}=\left[{n+1 \atop k+1}\right]$$ can be proved by the techniques on the page Stirling numbers and exponential generating functions.
– Peter Taylor Sep 17 '18 at 12:57