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Record W2114713519 · doi:10.1017/s0266466614000814

FIXED-b ASYMPTOTICS FOR SPATIALLY DEPENDENT ROBUST NONPARAMETRIC COVARIANCE MATRIX ESTIMATORS

2014· article· en· W2114713519 on OpenAlexaff
C. Alan Bester, Timothy G. Conley, Christian Hansen, Timothy J. Vogelsang

Bibliographic record

VenueEconometric Theory · 2014
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicSpatial and Panel Data Analysis
Canadian institutionsWestern University
Fundersnot available
KeywordsMathematicsEstimatorSmoothingNonparametric statisticsStatisticsCovariance matrixHeteroscedasticityCovarianceContext (archaeology)Kernel (algebra)Covariance functionNonparametric regressionSpatial analysisSpatial dependenceSpatial correlationKernel smootherApplied mathematicsKernel methodCombinatorics

Abstract

fetched live from OpenAlex

This paper develops a method for performing inference using spatially dependent data. We consider test statistics formed using nonparametric covariance matrix estimators that account for heteroskedasticity and spatial correlation (spatial HAC). We provide distributions of commonly used test statistics under “fixed- b ” asymptotics, in which HAC smoothing parameters are proportional to the sample size. Under this sequence, spatial HAC estimators are not consistent but converge to nondegenerate limiting random variables that depend on the HAC smoothing parameters, the HAC kernel, and the shape of the spatial region in which the data are located. We illustrate the performance of the “fixed- b ” approximation in the spatial context through a simulation example.

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)0.026
metaresearch head score (Gemma)0.176
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 score0.026
Threshold uncertainty score0.135

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0260.176
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0020.002
Bibliometrics0.0030.003
Science and technology studies0.0010.004
Scholarly communication0.0020.005
Open science0.0040.003
Research integrity0.0020.004
Insufficient payload (model declined to judge)0.0050.001

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 head0.026
GPT teacher head0.226
Teacher spread0.200 · 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

Citations59
Published2014
Admission routes1
Has abstractyes

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