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Record W3046014911 · doi:10.1093/ectj/utab025

Partially linear models with endogeneity: a conditional moment-based approach

2021· preprint· en· W3046014911 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

VenueEconometrics Journal · 2021
Typepreprint
Languageen
FieldEconomics, Econometrics and Finance
TopicFiscal Policy and Economic Growth
Canadian institutionsSimon Fraser University
Fundersnot available
KeywordsEstimatorEndogeneityMathematicsMoment (physics)EconometricsMinimum-variance unbiased estimatorConditional expectationStatisticsIndependence (probability theory)Linear modelGeneralized method of moments

Abstract

fetched live from OpenAlex

Summary In a partially linear conditional moment model we propose a new estimator for the slope parameter of the endogenous variable of interest, which combines a Robinson’s transformation to partial out the nonlinear part of the model, with a smooth minimum distance approach to exploit all the information of the conditional mean independence restriction. Our estimator only depends on one tuning parameter, is easy to compute, consistent and $\sqrt{n}$-asymptotically normal under standard regularity conditions. Simulations show that our estimator is competitive with the generalised method of moments-type estimators and often displays a smaller bias and variance as well as better coverage rates for confidence intervals. We revisit and extend some of the empirical results in Dinkelman (2011b) who estimates the impact of electrification on employment growth in South Africa. Overall, we obtain estimates that are smaller in magnitude, more precise, and still economically relevant.

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)0.002
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow), Scholarly communication, Insufficient payload (model declined to judge)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.855
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0020.000
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0020.001
Bibliometrics0.0030.001
Science and technology studies0.0000.000
Scholarly communication0.0010.001
Open science0.0010.000
Research integrity0.0010.002
Insufficient payload (model declined to judge)0.0010.000

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 head0.120
GPT teacher head0.236
Teacher spread0.116 · 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