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Improved inference for first‐order autocorrelation using likelihood analysis

2008· article· en· W2071164098 on OpenAlexaff
Marie Rekkas, Yuhao Sun, Augustine Wong

Bibliographic record

VenueJournal of Time Series Analysis · 2008
Typearticle
Languageen
FieldMathematics
TopicStatistical Methods and Bayesian Inference
Canadian institutionsYork UniversitySimon Fraser University
Fundersnot available
KeywordsAutocorrelationMathematicsStatisticsInferenceAutocorrelation techniqueLikelihood-ratio testApplied mathematicsStatistical hypothesis testingEconometricsValue (mathematics)Computer scienceArtificial intelligence

Abstract

fetched live from OpenAlex

Abstract. Testing for first‐order autocorrelation in small samples using the standard asymptotic test can be seriously misleading. Recent methods in likelihood asymptotics are used to derive more accuratep‐value approximations for testing the autocorrelation parameter in a regression model. The methods are based on conditional evaluations and are thus specific to the particular data obtained. A numerical example and three simulations are provided to show that this new likelihood method provides higher order improvements and is superior in terms of central coverage even for autocorrelation parameter values close to unity.

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)0.014
metaresearch head score (Gemma)0.103
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 score0.014
Threshold uncertainty score0.073

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0140.103
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0020.001
Bibliometrics0.0020.002
Science and technology studies0.0010.002
Scholarly communication0.0020.003
Open science0.0020.002
Research integrity0.0010.003
Insufficient payload (model declined to judge)0.0040.001

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 head0.042
GPT teacher head0.351
Teacher spread0.309 · 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

Citations4
Published2008
Admission routes1
Has abstractyes

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