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Record W3124618130

How cluster-robust inference is changing applied econometrics

2019· preprint· en· W3124618130 on OpenAlexfundno aff
James G. MacKinnon

Bibliographic record

VenueRePEc: Research Papers in Economics · 2019
Typepreprint
Languageen
FieldMathematics
TopicAdvanced Statistical Methods and Models
Canadian institutionsnot available
FundersSocial Sciences and Humanities Research Council of Canada
KeywordsUncorrelatedInferenceEconometricsCluster (spacecraft)RegressionComputer scienceVariation (astronomy)MathematicsStatisticsArtificial intelligence
DOInot available

Abstract

fetched live from OpenAlex

In many fields of economics, and also in other disciplines, it is hard to justify the assumption that the random error terms in regression models are uncorrelated. It seems more plausible to assume that they are correlated within clusters, such as geographical areas or time periods, but uncorrelated across clusters. It has therefore become very popular to use "clustered" standard errors, which are robust against arbitrary patterns of within-cluster variation and covariation. Conventional methods for inference using clustered standard errors work very well when the model is correct and the data satisfy certain conditions, but they can produce very misleading results in other cases. This paper discusses some of the issues that users of these methods need to be aware of.

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)0.065
metaresearch head score (Gemma)0.246
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesMetaresearch
Consensus categoriesnone
DomainCandidate signal: Methods · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.935
Threshold uncertainty score0.343

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0650.246
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0020.002
Bibliometrics0.0040.005
Science and technology studies0.0020.010
Scholarly communication0.0080.012
Open science0.0040.006
Research integrity0.0040.007
Insufficient payload (model declined to judge)0.0050.002

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 head0.222
GPT teacher head0.427
Teacher spread0.205 · 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.

Study designObservational
DomainMethods
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
Published2019
Admission routes1
Has abstractyes

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