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Record W4319785721 · doi:10.1080/07474938.2022.2157965

Yet another look at the omitted variable bias

2023· article· en· W4319785721 on OpenAlexaff
Masayuki Hirukawa, Irina Murtazashvili, Artem Prokhorov

Bibliographic record

VenueEconometric Reviews · 2023
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicMonetary Policy and Economic Impact
Canadian institutionsUniversité de Montréal
FundersJapan Society for the Promotion of ScienceRussian Science Foundation
KeywordsImputation (statistics)Missing dataEstimatorEconometricsNonparametric statisticsParametric statisticsMonte Carlo methodInstrumental variableMathematicsData setStatistics

Abstract

fetched live from OpenAlex

When conducting regression analysis, econometricians often face the situation where some relevant regressors are unavailable in the data set at hand. This article shows how to construct a new class of nonparametric proxies by combining the original data set with one containing the missing regressors. Imputation of the missing values is done using a nonstandard kernel adapted to mixed data. We derive the asymptotic distribution of the resulting semiparametric two-sample estimator of the parameters of interest and show, using Monte Carlo simulations, that it dominates the solutions involving instrumental variables and other parametric alternatives. An application to the PSID and NLS data illustrates the importance of our estimation approach for empirical research.

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)0.061
metaresearch head score (Gemma)0.168
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesMetaresearch
Consensus categoriesnone
DomainCandidate signal: Methods · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.939
Threshold uncertainty score0.323

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0610.168
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0030.002
Bibliometrics0.0030.004
Science and technology studies0.0010.008
Scholarly communication0.0050.009
Open science0.0030.003
Research integrity0.0040.010
Insufficient payload (model declined to judge)0.0070.002

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 head0.257
GPT teacher head0.266
Teacher spread0.009 · 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 designTheoretical or conceptual
DomainMethods
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

Citations5
Published2023
Admission routes1
Has abstractyes

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