Efficient estimation method for generalized ARFIMA models
Bibliographic record
Abstract
This paper focuses on pretest and shrinkage estimation strategies for generalized autoregressive fractionally integrated moving average (GARFIMA) models when some of the regression parameters are possible to restrict to a subspace. These estimation strategies are constructed on the assumption that some covariates are not statistically significant for the response. To define the pretest and shrinkage estimators, we fit two models: one includes all the covariates and the others are subject to linear constraint based on the auxiliary information of the insignificant covariates. The unrestricted and restricted estimators are then combined optimally to get the pretest and shrinkage estimators. We enlighten the statistical properties of the shrinkage and pretest estimators in terms of asymptotic bias and risk. We examine the comparative performance of pretest and shrinkage estimators with respect to unrestricted maximum partial likelihood estimator (UMPLE). We show that the shrinkage estimators have a lower relative mean squared error as compared to the UMPLE when the number of significant covariates exceeds two. Monte Carlo simulations are conducted to examine the relative performance of the proposed estimators to the UMPLE. An empirical application is used for the usefulness of our proposed estimation strategies.
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How this classification was reachedexpand
Full frame distilled prediction
Teacher imitationNot 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.
Codex and Gemma teacher scores by category
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.007 | 0.003 |
| Meta-epidemiology (narrow) | 0.000 | 0.000 |
| Meta-epidemiology (broad) | 0.000 | 0.000 |
| Bibliometrics | 0.000 | 0.000 |
| Science and technology studies | 0.001 | 0.000 |
| Scholarly communication | 0.000 | 0.000 |
| Open science | 0.000 | 0.000 |
| Research integrity | 0.000 | 0.000 |
| Insufficient payload (model declined to judge) | 0.000 | 0.000 |
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.
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 teacher head, 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".