{"id":"W3121129986","doi":"","title":"Bootstrap prediction intervals for factor models","year":2016,"lang":"en","type":"preprint","venue":"RePEc: Research Papers in Economics","topic":"Monetary Policy and Economic Impact","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"ca_institutions":"Université de Montréal; Center for Interuniversity Research and Analysis on Organizations; Western University","funders":"Social Sciences and Humanities Research Council of Canada; Natural Sciences and Engineering Research Council of Canada; Mitacs","keywords":"Estimator; Econometrics; Mathematics; Statistics; Dimension (graph theory); Factor analysis; Prediction interval; Regression; Set (abstract data type); Computer science","routes":{"ca_aff":true,"ca_fund":true,"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":[0.01903296,0.001262554,0.002049883,0.002726638,0.0007260321,0.002448316,0.003346369,0.002040687,0.005343928],"category_scores_gemma":[0.1364775,0.0008523705,0.001664719,0.002661318,0.001886341,0.00432516,0.002411681,0.003680205,0.001166361],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001060826,"about_ca_system_score_gemma":0.0009129742,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002270797,"about_ca_topic_score_gemma":0.001176859,"domain_scores_codex":[0.992514,0.004425682,0.0003068031,0.0009694269,0.001394846,0.000389258],"domain_scores_gemma":[0.880337,0.09998187,0.005372052,0.007669733,0.005561823,0.001077491],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0005117013,0.000142387,0.01005101,0.0004263376,0.0003703824,0.0003720786,0.0006052392,0.3807218,0.001317176,0.434208,0.007971058,0.1633028],"study_design_scores_gemma":[0.00004036246,0.00006696797,0.001240187,0.0001347371,0.00004340778,0.00008010577,0.00005067079,0.7872064,0.0005849632,0.2078218,0.002687979,0.00004242668],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"methods","genre_scores_codex":[0.01266356,0.001583974,0.9826094,0.0003254825,0.0001026366,0.00004853453,0.0002331969,0.0004829479,0.001950297],"genre_scores_gemma":[0.6622494,0.003898816,0.3257455,0.0004628245,0.0009144811,0.0006872267,0.002903651,0.0004557364,0.002682467],"genre_candidate":"methods","genre_consensus":"methods","teacher_disagreement_score":0.01903296,"threshold_uncertainty_score":0.1006572,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.2259602975875078,"score_gpt":0.3364590396793554,"score_spread":0.1104987420918476,"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."}}