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Record W1999467255 · doi:10.1002/jae.1261

Categorical semiparametric varying‐coefficient models

2011· article· en· W1999467255 on OpenAlexaff
Qi Li, Desheng Ouyang, Jeffrey S. Racine

Bibliographic record

VenueJournal of Applied Econometrics · 2011
Typearticle
Languageen
FieldMathematics
TopicStatistical Methods and Inference
Canadian institutionsMcMaster University
Fundersnot available
KeywordsCategorical variableEconometricsSemiparametric regressionSemiparametric modelStatisticsMathematicsComputer scienceNonparametric statistics

Abstract

fetched live from OpenAlex

SUMMARY Semiparametric varying‐coefficient models have become a common fixture in applied data analysis. Existing approaches, however, presume that those variables affecting the coefficients are continuous in nature (or that there exists at least one such continuous variable) which is often not the case. Furthermore, when all variables affecting the coefficients are categorical/discrete, theoretical underpinnings cannot be obtained as a special case of existing approaches and, as such, requires a separate treatment. In this paper we use kernel‐based methods that place minimal structure on the underlying mechanism governing parameter variation across categorical variables while providing a consistent and efficient approach that may be of interest to practitioners. One area where such models could be particularly useful is in settings where interactions among the categorical and real‐valued predictors consume many (or even exhaust) degrees of freedom for fully parametric models (which is frequently the case in applied settings). Furthermore, we demonstrate that our approach behaves optimally when in fact there is no variation in a model's coefficients across one or more of the categorical variables (i.e. the approach pools over such variables with a high probability). An illustrative application demonstrates potential benefits for applied researchers. Copyright © 2011 John Wiley & Sons, Ltd.

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.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.007
metaresearch head score (Gemma)0.031
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.013
Threshold uncertainty score0.044

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0070.031
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0020.002
Bibliometrics0.0020.002
Science and technology studies0.0000.002
Scholarly communication0.0020.003
Open science0.0040.002
Research integrity0.0010.003
Insufficient payload (model declined to judge)0.0130.003

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 head0.271
GPT teacher head0.329
Teacher spread0.058 · 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

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
Domainnot available
GenreMethods

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations36
Published2011
Admission routes1
Has abstractyes

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