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Record W2151407811 · doi:10.1017/s0266466600166083

CONSISTENT MODEL SPECIFICATION TESTS

2000· article· en· W2151407811 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.

Bibliographic record

VenueEconometric Theory · 2000
Typearticle
Languageen
FieldMathematics
TopicStatistical Methods and Inference
Canadian institutionsUniversity of Windsor
Fundersnot available
KeywordsMathematicsNonparametric statisticsMoment (physics)Kernel (algebra)EconometricsKernel regressionApplied mathematicsConditional expectationSequence (biology)Kernel methodStatisticsDiscrete mathematicsComputer scienceArtificial intelligence

Abstract

fetched live from OpenAlex

We point out the close relationship between the integrated conditional moment tests in Bierens (1982, Journal of Econometrics 20, 105–134) and Bierens and Ploberger (1997, Econometrica 65, 1129–1152) with the complex-valued exponential weight function and the kernel-based tests in Härdle and Mammen (1993, Annals of Statistics 21, 1926–1947), Li and Wang (1998, Journal of Econometrics 87, 145–165), and Zheng (1996, Journal of Econometrics 75, 263–289). It is well established that the integrated conditional moment tests of Bierens (1982) and Bierens and Ploberger (1997) are more powerful than kernel-based nonparametric tests against Pitman local alternatives. In this paper we analyze the power properties of the kernel-based tests and the integrated conditional moment tests for a sequence of “singular” local alternatives, and show that the kernel-based tests can be more powerful than the integrated conditional moment tests for these “singular” local alternatives. These results suggest that integrated conditional moment tests and kernel-based tests should be viewed as complements to each other. Results from a simulation study are in agreement with the theoretical results.

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.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.002
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesInsufficient payload (model declined to judge)
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 score0.571
Threshold uncertainty score0.988

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.002
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0130.001

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 head0.145
GPT teacher head0.355
Teacher spread0.211 · 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