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Record W2010528099 · doi:10.3150/13-bej539

Model comparison with composite likelihood information criteria

2014· article· en· W2010528099 on OpenAlexfundno aff

Bibliographic record

VenueBernoulli · 2014
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicFinancial Risk and Volatility Modeling
Canadian institutionsnot available
FundersNatural Sciences and Engineering Research Council of Canada
KeywordsQuasi-maximum likelihoodInformation CriteriaSequence (biology)Maximum likelihoodComposite numberLikelihood functionGaussianLikelihood principleTerm (time)

Abstract

fetched live from OpenAlex

Comparisons are made for the amount of agreement of the composite likelihood information criteria and their full likelihood counterparts when making decisions among the fits of different models, and some properties of penalty term for composite likelihood information criteria are obtained. Asymptotic theory is given for the case when a simpler model is nested within a bigger model, and the bigger model approaches the simpler model under a sequence of local alternatives. Composite likelihood can more or less frequently choose the bigger model, depending on the direction of local alternatives; in the former case, composite likelihood has more “power” to choose the bigger model. The behaviors of the information criteria are illustrated via theory and simulation examples of the Gaussian linear mixed-effects model.

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)0.035
metaresearch head score (Gemma)0.169
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: none
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.035
Threshold uncertainty score0.185

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0350.169
Meta-epidemiology (narrow)0.0020.001
Meta-epidemiology (broad)0.0030.004
Bibliometrics0.0070.004
Science and technology studies0.0010.002
Scholarly communication0.0050.007
Open science0.0040.005
Research integrity0.0030.003
Insufficient payload (model declined to judge)0.0070.001

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 head0.033
GPT teacher head0.239
Teacher spread0.206 · 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

Citations13
Published2014
Admission routes1
Has abstractyes

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