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Record W1596924111

Semiparametric Efficient Estimation of Partially Linear Quantile Regression Models

2005· article· en· W1596924111 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.

Bibliographic record

VenueAnnals of economics and finance · 2005
Typearticle
Languageen
FieldMathematics
TopicAdvanced Statistical Methods and Models
Canadian institutionsUniversity of Guelph
Fundersnot available
KeywordsEstimatorInvariant estimatorMinimum-variance unbiased estimatorQuantileEfficient estimatorTrimmed estimatorStein's unbiased risk estimateMathematicsSemiparametric modelConsistent estimatorMinimax estimatorQuantile regressionOutlierTrimmingBias of an estimatorEconometricsStatisticsComputer science
DOInot available

Abstract

fetched live from OpenAlex

Lee (2003) develops a n-consistent estimator of the parametric component of a partially linear quantile regression model, which is used to obtain his one-step semiparametric efficient estimator. As a result, how well the efficient estimator performs depends on the quality of the initial n-consistent estimator. In this paper, we aim to improve the small sample performance of the one-step efficient estimator by proposing a new n-consistent initial estimator, which does not require any trimming procedure and is less sensitive to data outliers and the choice of bandwidth than Lee's (2003) initial consistent estimator. Monte Carlo simulation results confirm that the proposed estimator and the one-step efficient estimator derived from it have more desirable empirical features than Lee's estimators.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.000
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.186
Threshold uncertainty score0.312

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.182
GPT teacher head0.417
Teacher spread0.235 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it