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Record W2015381103 · doi:10.1002/cjs.10075

Empirical likelihood for the varying‐coefficient single‐index model

2010· article· en· W2015381103 on OpenAlexvenueaboutno aff
Zhensheng Huang, Riquan Zhang

Bibliographic record

VenueCanadian Journal of Statistics · 2010
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicFinancial Risk and Volatility Modeling
Canadian institutionsnot available
FundersNational Natural Science Foundation of China
KeywordsEmpirical likelihoodStatisticsMathematicsConfidence intervalRange (aeronautics)InferenceConfidence distributionIndex (typography)Statistical inferenceEconometricsTransformation (genetics)Coverage probabilityStandard errorSingle-index modelConfidence regionComputer scienceApplied mathematics

Abstract

fetched live from OpenAlex

Abstract In this article the author investigates the application of the empirical‐likelihood‐based inference for the parameters of varying‐coefficient single‐index model (VCSIM). Unlike the usual cases, if there is no bias correction the asymptotic distribution of the empirical likelihood ratio cannot achieve the standard chi‐squared distribution. To this end, a bias‐corrected empirical likelihood method is employed to construct the confidence regions (intervals) of regression parameters, which have two advantages, compared with those based on normal approximation, that is, (1) they do not impose prior constraints on the shape of the regions; (2) they do not require the construction of a pivotal quantity and the regions are range preserving and transformation respecting. A simulation study is undertaken to compare the empirical likelihood with the normal approximation in terms of coverage accuracies and average areas/lengths of confidence regions/intervals. A real data example is given to illustrate the proposed approach.The Canadian Journal of Statistics38: 434–452; 2010 © 2010 Statistical Society of Canada

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)0.013
metaresearch head score (Gemma)0.101
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: Empirical · Consensus signal: none
Teacher disagreement score0.013
Threshold uncertainty score0.069

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0130.101
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0020.001
Bibliometrics0.0020.002
Science and technology studies0.0000.003
Scholarly communication0.0020.003
Open science0.0030.002
Research integrity0.0010.002
Insufficient payload (model declined to judge)0.0030.001

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 head0.063
GPT teacher head0.251
Teacher spread0.188 · 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
GenreEmpirical

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

Citations6
Published2010
Admission routes2
Has abstractyes

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