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Record W2043221311 · doi:10.1017/s0266466612000114

STRUCTURAL CHANGE TESTS BASED ON IMPLIED PROBABILITIES FOR GEL CRITERIA

2012· article· en· W2043221311 on OpenAlexaff
Alain Guay, Jean-François Lamarche

Bibliographic record

VenueEconometric Theory · 2012
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicMonetary Policy and Economic Impact
Canadian institutionsBrock UniversityUniversité du Québec à Montréal
Fundersnot available
KeywordsWeightingMathematicsEstimatorMoment (physics)EconometricsIdentification (biology)Statistical hypothesis testingStatisticsEmpirical likelihoodPairwise comparisonGeneralized method of momentsApplied mathematics

Abstract

fetched live from OpenAlex

This paper proposes Pearson-type statistics based on implied probabilities to detect structural change. The class of generalized empirical likelihood estimators (see Smith 1997,The Economic Journal107, 503–519) assigns a set of implied probabilities to each observation such that moment conditions are satisfied. The proposed test statistics for structural change are based on the information content in these implied probabilities. We consider cases of structural change with unknown breakpoint that can occur in the parameters of interest or in the overidentifying restrictions used to estimate these parameters. We also propose a structural change test based on implied probabilities that is robust to weak identification or cases in which parameters are completely unidentified. The test statistics considered here have competitive size and power properties. Moreover, they are computed in a single step, which eliminates the need to compute the weighting matrix required for generalized method of moments estimation.

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)0.038
metaresearch head score (Gemma)0.362
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 score0.038
Threshold uncertainty score0.199

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0380.362
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0020.002
Bibliometrics0.0060.003
Science and technology studies0.0010.007
Scholarly communication0.0030.009
Open science0.0030.004
Research integrity0.0030.006
Insufficient payload (model declined to judge)0.0090.001

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 head0.165
GPT teacher head0.275
Teacher spread0.110 · 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

Citations3
Published2012
Admission routes1
Has abstractyes

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