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GQL Versus Conditional GQL Inferences for Non‐Stationary Time Series of Counts with Overdispersion

2008· article· en· W2023846227 on OpenAlexafffund
Taslim Sazzad Mallick, Brajendra C. Sutradhar

Bibliographic record

VenueJournal of Time Series Analysis · 2008
Typearticle
Languageen
FieldMathematics
TopicStatistical Methods and Bayesian Inference
Canadian institutionsMemorial University of Newfoundland
FundersNatural Sciences and Engineering Research Council of Canada
KeywordsOverdispersionMathematicsStatisticsAutoregressive modelCovariateSeries (stratigraphy)Count dataEconometricsNegative binomial distributionTime seriesApplied mathematicsPoisson distribution

Abstract

fetched live from OpenAlex

Abstract. This article proposes an autoregressive model for time series of counts with non‐stationary means, variances and covariances as functions of certain time‐dependant covariates. For the estimation of the regression, overdispersion and correlation index parameters, a conditional generalized quasilikelihood (CGQL) approach is developed under the assumption that the count responses marginally satisfy the first two moments of a negative binomial distribution. Thus this CGQL approach avoids the use of the likelihood or so‐called partial likelihood of the data which are known to be extremely complicated in the present non‐stationary time series set‐up. It is shown through an extensive simulation study that the proposed CGQL approach performs very well in estimating the parameters of the model. This is also shown that the CGQL approach performs better than an existing GQL approach, especially for the estimation of the overdispersion parameter of the 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)0.027
metaresearch head score (Gemma)0.127
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: Empirical · Consensus signal: none
Teacher disagreement score0.027
Threshold uncertainty score0.144

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0270.127
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0010.002
Bibliometrics0.0020.002
Science and technology studies0.0010.003
Scholarly communication0.0020.005
Open science0.0030.003
Research integrity0.0010.003
Insufficient payload (model declined to judge)0.0040.000

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 head0.033
GPT teacher head0.324
Teacher spread0.291 · 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

Citations16
Published2008
Admission routes2
Has abstractyes

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