The distributions of the J and Cox non-nested tests in regression models with weakly correlated regressors
Bibliographic record
Abstract
This paper examines the asymptotic null distributions of the J and Cox non-nested tests in the framework of two linear regression models with nearly orthogonal non-nested regressors. The analysis is based on the concept of near population orthogonality (NPO), according to which the non-nested regressors in the two models are nearly uncorrelated in the population distribution from which they are drawn. New distributional results emerge under NPO. The J and Cox tests tend to two different random variables asymptotically, each of which is expressible as a function of a nuisance parameter, c, a N(0,1) variate and a χ2(q) variate, where q is the number of non-nested regressors in the alternative model. The Monte Carlo method is used to show the relevance of the new results in finite samples and to compute alternative critical values for the two tests under NPO by plugging consistent estimates of c into the relevant asymptotic expressions. An empirical example illustrates the ‘plug in’ procedure.
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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 | 0.081 | 0.353 |
| Meta-epidemiology (narrow) | 0.001 | 0.001 |
| Meta-epidemiology (broad) | 0.003 | 0.003 |
| Bibliometrics | 0.003 | 0.002 |
| Science and technology studies | 0.001 | 0.016 |
| Scholarly communication | 0.003 | 0.009 |
| Open science | 0.005 | 0.005 |
| Research integrity | 0.003 | 0.005 |
| Insufficient payload (model declined to judge) | 0.006 | 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".