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Record W2137684147 · doi:10.15353/rea.v1i1.1478

Testing for Restricted Stochastic Dominance: Some Further Results

2009· article· en· W2137684147 on OpenAlexfundvenueno aff
Russell Davidson

Bibliographic record

VenueReview of Economic Analysis · 2009
Typearticle
Languageen
FieldPhysics and Astronomy
TopicStatistical Mechanics and Entropy
Canadian institutionsnot available
FundersSocial Sciences and Humanities Research Council of CanadaMcGill University
KeywordsStochastic dominanceMathematicsDominance (genetics)Applied mathematicsInferenceNonlinear systemNull hypothesisStatisticsMathematical optimizationStatistical hypothesis testingEconometricsComputer scienceArtificial intelligenceBiology

Abstract

fetched live from OpenAlex

Extensions are presented to the results of Davidson and Duclos (2007), whereby the null hypothesis of restricted stochastic non dominance can be tested by both asymptotic and bootstrap tests, the latter having considerably better properties as regards both size and power. In this paper, the methodology is extended to tests of higher-order stochastic dominance. It is seen that, unlike the first-order case, a numerical nonlinear optimisation problem has to be solved in order to construct the bootstrap DGP. Conditions are provided for a solution to exist for this problem, and efficient numerical algorithms are laid out. The empirically important case in which the samples to be compared are correlated is also treated, both for first-order and for higher-order dominance. For all of these extensions, the bootstrap algorithm is presented. Simulation experiments show that the bootstrap tests perform considerably better than asymptotic tests, and yield reliable inference in moderately sized samples.

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)0.128
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 score0.137

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0260.128
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0030.003
Bibliometrics0.0030.003
Science and technology studies0.0010.005
Scholarly communication0.0020.005
Open science0.0020.003
Research integrity0.0020.004
Insufficient payload (model declined to judge)0.0090.001

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 head0.021
GPT teacher head0.297
Teacher spread0.275 · 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

Citations35
Published2009
Admission routes2
Has abstractyes

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