Bibliographic record
Abstract
Abstract This paper provides a new comparative analysis of pooled least squares and fixed effects (FE) estimators of the slope coefficients in the case of panel data models when the time dimension ( T ) is fixed while the cross section dimension ( N ) is allowed to increase without bounds. The individual effects are allowed to be correlated with the regressors, and the comparison is carried out in terms of an exponent coefficient, δ , which measures the degree of pervasiveness of the FE in the panel. The use of δ allows us to distinguish between poolability of small N dimensional panels with large T from large N dimensional panels with small T . It is shown that the pooled estimator remains consistent so long as δ <1, and is asymptotically normally distributed if δ <1/2, for a fixed T and as N →∞. It is further shown that when δ <1/2, the pooled estimator is more efficient than the FE estimator. We also propose a Hausman type diagnostic test of δ <1/2 as a simple test of poolability, and propose a pretest estimator that could be used in practice. Monte Carlo evidence supports the main theoretical findings and gives some indications of gains to be made from pooling when δ <1/2.
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How this classification was reachedexpand
Full frame machine prediction
Teacher imitationNot 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.
Distilled classifier scores by category (both heads)
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.053 | 0.205 |
| Meta-epidemiology (narrow) | 0.001 | 0.001 |
| Meta-epidemiology (broad) | 0.003 | 0.002 |
| Bibliometrics | 0.002 | 0.003 |
| Science and technology studies | 0.001 | 0.005 |
| Scholarly communication | 0.005 | 0.010 |
| Open science | 0.003 | 0.004 |
| Research integrity | 0.003 | 0.003 |
| Insufficient payload (model declined to judge) | 0.012 | 0.001 |
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.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from itClassification
machine, unvalidatedMachine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.
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".