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Record W2086285495 · doi:10.1081/etc-120015787

A CONSISTENT MODEL SPECIFICATION TEST BASED ON THE KERNEL SUM OF SQUARES OF RESIDUALS

2002· article· en· W2086285495 on OpenAlexaff
Yanqin Fan, Qi Li

Bibliographic record

VenueEconometric Reviews · 2002
Typearticle
Languageen
FieldMathematics
TopicStatistical Methods and Inference
Canadian institutionsUniversity of Windsor
Fundersnot available
KeywordsMathematicsTest statisticNull (SQL)Nonparametric statisticsNull distributionParametric statisticsStatisticsAsymptotic distributionStatisticNull hypothesisSpecificationApplied mathematicsParametric modelKernel (algebra)One- and two-tailed testsKernel density estimationExplained sum of squaresGoldfeld–Quandt testStatistical hypothesis testingZ-testComputer scienceDiscrete mathematicsData mining

Abstract

fetched live from OpenAlex

This paper constructs a consistent model specification test based on the difference between the nonparametric kernel sum of squares of residuals and the sum of squares of residuals from a parametric null model. We establish the asymptotic normality of the proposed test statistic under the null hypothesis of correct parametric specification and show that the wild bootstrap method can be used to approximate the null distribution of the test statistic. Results from a small simulation study are reported to examine the finite sample performance of the proposed tests.

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)0.018
metaresearch head score (Gemma)0.139
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: Methods · Consensus signal: Methods
Teacher disagreement score0.018
Threshold uncertainty score0.097

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0180.139
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0020.002
Bibliometrics0.0030.002
Science and technology studies0.0010.003
Scholarly communication0.0020.003
Open science0.0030.002
Research integrity0.0020.002
Insufficient payload (model declined to judge)0.0020.001

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 head0.383
GPT teacher head0.376
Teacher spread0.006 · 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

Citations20
Published2002
Admission routes1
Has abstractyes

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