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Record W3024074409

Assessing the Approximate Validity of Moment Restrictions

2015· preprint· en· W3024074409 on OpenAlexfundno aff
Pascal Lavergne

Bibliographic record

VenueToulouse Capitole Publications (University Toulouse 1 Capitole) · 2015
Typepreprint
Languageen
FieldBusiness, Management and Accounting
TopicConsumer Market Behavior and Pricing
Canadian institutionsnot available
FundersSocial Sciences and Humanities Research Council of CanadaAgence Nationale de la Recherche
KeywordsDivergence (linguistics)Moment (physics)Measure (data warehouse)Invariant (physics)EconometricsMathematicsStatistical hypothesis testingSet (abstract data type)Computer scienceStatisticsData mining
DOInot available

Abstract

fetched live from OpenAlex

We propose a new theoretical framework to assess the approximate validity of overidentifying moment restrictions. Their validity is evaluated by the divergence between the true probability measure and the closest measure that imposes the moment restrictions of interest. The divergence can be chosen as any of the Cressie-Read family. The considered alternative hypothesis states that the divergence is smaller than some user-chosen tolerance. Tests are constructed based on the minimum empirical divergence that attain the local semiparametric power envelope of invariant tests. We show how the tolerance can be chosen by reformulating the hypothesis under test as a set of admissible misspecifications. Two empirical applications illustrate the practical usefulness of the new tests for providing evidence on the potential extent of misspecification.

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 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)0.002
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow), Scholarly communication
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Not applicable · Consensus signal: Not applicable
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.152
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0020.000
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0020.002
Science and technology studies0.0010.000
Scholarly communication0.0020.003
Open science0.0020.003
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0000.000

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.

Opus teacher head0.080
GPT teacher head0.281
Teacher spread0.201 · 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 teacher head, not a consensus.

Study designNot applicable
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

Citations0
Published2015
Admission routes1
Has abstractyes

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