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Record W2117501165

Bandwidth Selection for Semiparametric Estimators Using the m-out-of-n Bootstrap ⁄

2006· preprint· en· W2117501165 on OpenAlexaff
Chuan Goh

Bibliographic record

VenueRePEc: Research Papers in Economics · 2006
Typepreprint
Languageen
FieldMathematics
TopicStatistical Methods and Inference
Canadian institutionsUniversity of Toronto
Fundersnot available
KeywordsEstimatorSmoothingKernel density estimationMathematicsBandwidth (computing)Semiparametric regressionSelection (genetic algorithm)Mean squared errorStatisticsSemiparametric modelDensity estimationComputer scienceArtificial intelligence
DOInot available

Abstract

fetched live from OpenAlex

This paper considers a class of semiparametric estimators that take the form of density-weighted averages. These arise naturally in a consideration of semiparametric methods for the estimation of index and sample-selection models involving preliminary kernel density estimates. The question con-sidered in this paper is that of selecting the degree of smoothing to be used in computing the preliminary density estimate. This paper proposes a boot-strap method for estimating the mean squared error and associated optimal bandwidth. The particular bootstrap method suggested here involves using a resample of smaller size than the original sample. This method of band-width selection is presented with specific reference to the case of estimators of average densities, of density-weighted average derivatives and of density-weighted conditional covariances. JEL Classification: C14

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)0.012
metaresearch head score (Gemma)0.087
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 score0.012
Threshold uncertainty score0.066

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0120.087
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0010.001
Science and technology studies0.0010.001
Scholarly communication0.0010.002
Open science0.0010.002
Research integrity0.0010.001
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 head0.215
GPT teacher head0.462
Teacher spread0.247 · 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

Citations3
Published2006
Admission routes1
Has abstractyes

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