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Record W2032626449 · doi:10.1080/07474938.2014.944794

Shrinkage of Variance for Minimum Distance Based Tests

2014· article· en· W2032626449 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

VenueEconometric Reviews · 2014
Typearticle
Languageen
FieldMathematics
TopicStatistical Methods and Inference
Canadian institutionsMcGill University
Fundersnot available
KeywordsEstimatorInferenceStatisticsEconometricsMathematicsVariance (accounting)Monte Carlo methodMaximizationContext (archaeology)CovarianceEntropy (arrow of time)Computer scienceMathematical optimizationArtificial intelligenceEconomics

Abstract

fetched live from OpenAlex

This paper promotes information theoretic inference in the context of minimum distance estimation. Various score test statistics differ only through the embedded estimator of the variance of estimating functions. We resort to implied probabilities provided by the constrained maximization of generalized entropy to get a more accurate variance estimator under the null. We document, both by theoretical higher order expansions and by Monte-Carlo evidence, that our improved score tests have better finite-sample size properties. The competitiveness of our non-simulation based method with respect to bootstrap is confirmed in the example of inference on covariance structures previously studied by Horowitz (1998).

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)0.002
metaresearch head score (Gemma)0.026
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMetaresearch
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 score0.560
Threshold uncertainty score0.982

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0020.026
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0000.001
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 head0.152
GPT teacher head0.392
Teacher spread0.240 · 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