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Record W2077372493 · doi:10.1561/0800000009

Nonparametric Econometrics: A Primer

2008· book· en· W2077372493 on OpenAlexaff
Jeffrey Scott Racine

Bibliographic record

VenueFoundations and Trends® in Econometrics · 2008
Typebook
Languageen
FieldMathematics
TopicStatistical Methods and Inference
Canadian institutionsMcMaster University
Fundersnot available
KeywordsNonparametric statisticsEstimatorCategorical variableEconometricsComputer scienceRange (aeronautics)Set (abstract data type)Field (mathematics)Data scienceMathematicsMachine learningStatisticsEngineering

Abstract

fetched live from OpenAlex

This review is a primer for those who wish to familiarize themselves with nonparametric econometrics. Though the underlying theory for many of these methods can be daunting for some practitioners, this article will demonstrate how a range of nonparametric methods can in fact be deployed in a fairly straightforward manner. Rather than aiming for encyclopedic coverage of the field, we shall restrict attention to a set of touchstone topics while making liberal use of examples for illustrative purposes. We will emphasize settings in which the user may wish to model a dataset comprised of continuous, discrete, or categorical data (nominal or ordinal), or any combination thereof. We shall also consider recent developments in which some of the variables involved may in fact be irrelevant, which alters the behavior of the estimators and optimal bandwidths in a manner that deviates substantially from conventional approaches.

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)0.008
metaresearch head score (Gemma)0.016
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Not applicable · Consensus signal: none
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.008
Threshold uncertainty score0.042

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0080.016
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0020.001
Bibliometrics0.0030.005
Science and technology studies0.0010.004
Scholarly communication0.0040.006
Open science0.0020.002
Research integrity0.0040.009
Insufficient payload (model declined to judge)0.0060.005

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 head0.193
GPT teacher head0.367
Teacher spread0.173 · 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 designNot applicable
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

Citations106
Published2008
Admission routes1
Has abstractyes

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