{"id":"W1526690535","doi":"","title":"Unexpected Correlations in Fama-MacBeth Methodology Outcomes","year":2011,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Toronto","funders":"","keywords":"Capital asset pricing model; Econometrics; Economics; Financial economics; Test (biology)","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.02071747,0.0004342195,0.001077737,0.002717786,0.0009797758,0.00233763,0.00103174,0.00171741,0.005961818],"category_scores_gemma":[0.09591442,0.0003339983,0.0008639898,0.003298537,0.001497478,0.002916615,0.001472785,0.001747975,0.0007721367],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001427426,"about_ca_system_score_gemma":0.001251562,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003324314,"about_ca_topic_score_gemma":0.001657156,"domain_scores_codex":[0.9911526,0.005522714,0.000372606,0.001077387,0.001421827,0.0004527558],"domain_scores_gemma":[0.9416302,0.04242468,0.007752141,0.004537227,0.002915028,0.000740619],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","study_design_scores_codex":[0.0002857668,0.0001065329,0.1879096,0.0002422096,0.0005123987,0.001718832,0.00125693,0.04414301,0.0003701609,0.6701478,0.0127391,0.0805677],"study_design_scores_gemma":[0.0001220737,0.0002289352,0.07907034,0.0002174594,0.0001349743,0.0006116745,0.0004824603,0.2179144,0.0007768626,0.6855336,0.01480589,0.0001013571],"study_design_candidate":"not_applicable","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"methods","genre_scores_codex":[0.4854811,0.008473793,0.4668044,0.007076302,0.0006728589,0.0002400947,0.001903426,0.0005073412,0.02884072],"genre_scores_gemma":[0.9798266,0.0009138736,0.01563448,0.0003573448,0.0004133891,0.0001341054,0.0007277953,0.00005046505,0.001942022],"genre_candidate":"methods","genre_consensus":null,"teacher_disagreement_score":0.02071747,"threshold_uncertainty_score":0.1095658,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.09347902895699153,"score_gpt":0.2596052343510707,"score_spread":0.1661262053940792,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}