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Record W4320493519 · doi:10.1002/jae.2969

Fast and reliable jackknife and bootstrap methods for cluster‐robust inference

2023· article· en· W4320493519 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.
fundA Canadian funder is recorded on the work.

Bibliographic record

VenueJournal of Applied Econometrics · 2023
Typearticle
Languageen
FieldMathematics
TopicStatistical Methods and Inference
Canadian institutionsCarleton UniversityQueen's University
FundersUniversity of TorontoAarhus Universitet
KeywordsJackknife resamplingEstimatorComputer scienceCluster (spacecraft)Variance (accounting)InferenceRegressionStatisticsEconometricsData miningMathematicsArtificial intelligence

Abstract

fetched live from OpenAlex

Summary We provide computationally attractive methods to obtain jackknife‐based cluster‐robust variance matrix estimators (CRVEs) for linear regression models estimated by least squares. We also propose several new variants of the wild cluster bootstrap, which involve these CRVEs, jackknife‐based bootstrap data‐generating processes, or both. Extensive simulation experiments suggest that the new methods can provide much more reliable inferences than existing ones in cases where the latter are not trustworthy, such as when the number of clusters is small and/or cluster sizes vary substantially. Three empirical examples illustrate the new methods.

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.

Full frame distilled prediction

Teacher imitation

Not 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.

metaresearch head score (Codex)0.003
metaresearch head score (Gemma)0.004
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.498
Threshold uncertainty score0.512

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0030.004
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0010.001
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

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.

Opus teacher head0.242
GPT teacher head0.433
Teacher spread0.191 · 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