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Information-Theoretic Estimation of Econometric Functions

2020· book-chapter· en· W3116515517 on OpenAlexaboutno aff
Millie Yi Mao, Aman Ullah

Bibliographic record

Venuenot available
Typebook-chapter
Languageen
FieldEconomics, Econometrics and Finance
TopicMonetary Policy and Economic Impact
Canadian institutionsnot available
Fundersnot available
KeywordsKernel regressionNonparametric statisticsEconometricsRegression functionNonparametric regressionParametric statisticsKernel (algebra)Asymptotic distributionComputer scienceEstimationEconometric modelNormalityKernel density estimationMathematicsRegressionApplied mathematicsStatisticsEconomics

Abstract

fetched live from OpenAlex

Abstract This chapter introduces an information-theoretic approach to specify econometric functions as an alternative to avoid parametric assumptions. We investigate the performances of the information-theoretic method in estimating the regression (conditional mean) and response (derivative) functions. We have demonstrated that they are easy to implement and are advantageous over parametric models and nonparametric kernel techniques. For the implementation of our estimation method, a recursive integration procedure is introduced. An empirical illustration is also presented to study the Canadian earning function. The asymptotic properties of the regression and derivative functions are established. In addition, a test for normality is also proposed.

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)0.005
metaresearch head score (Gemma)0.020
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 score0.005
Threshold uncertainty score0.025

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0050.020
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0010.001
Science and technology studies0.0000.002
Scholarly communication0.0020.002
Open science0.0010.001
Research integrity0.0010.002
Insufficient payload (model declined to judge)0.0040.001

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 head0.049
GPT teacher head0.194
Teacher spread0.146 · 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

Citations2
Published2020
Admission routes1
Has abstractyes

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