Testing for Common Structures in a Panel of Threshold Models
Bibliographic record
Abstract
We consider the problem of examining the extent of (partial) similarity in the dynamics of a panel of independent threshold autoregressive processes. We develop some tests for common structure via Wald's approach and by checking whether the parameter estimates of the unconstrained threshold models satisfy the constraints defining the common structure. One test concerns the equality of independent ratios of normal means, which is shown to have nonstandard asymptotic null distribution. These tests are illustrated with a modern panel of Canadian lynx data; our analysis suggests that the lynx data over Canada share similar dynamics in the decrease phase, but they appear to be different in the increase phase.
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How this classification was reachedexpand
Full frame machine prediction
Teacher imitationNot 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.
Distilled classifier scores by category (both heads)
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.030 | 0.131 |
| Meta-epidemiology (narrow) | 0.001 | 0.001 |
| Meta-epidemiology (broad) | 0.003 | 0.003 |
| Bibliometrics | 0.003 | 0.004 |
| Science and technology studies | 0.002 | 0.004 |
| Scholarly communication | 0.004 | 0.005 |
| Open science | 0.003 | 0.005 |
| Research integrity | 0.002 | 0.002 |
| Insufficient payload (model declined to judge) | 0.004 | 0.000 |
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.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from itClassification
machine, unvalidatedMachine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.
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".