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Record W4385068040 · doi:10.1093/ectj/utad014

Augmented two-step estimating equations with nuisance functionals and complex survey data

2023· article· en· W4385068040 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

VenueEconometrics Journal · 2023
Typearticle
Languageen
FieldMathematics
TopicStatistical Methods and Inference
Canadian institutionsUniversity of Waterloo
FundersCanadian Statistical Sciences InstituteNatural Sciences and Engineering Research Council of CanadaNational Natural Science Foundation of China
KeywordsEmpirical likelihoodEstimatorNonparametric statisticsMathematicsQuantileInferenceEstimating equationsNuisance parameterEconometricsOrthogonalityApplied mathematicsMathematical optimizationStatisticsComputer science

Abstract

fetched live from OpenAlex

Summary Statistical inference in the presence of nuisance functionals with complex survey data is an important topic in social and economic studies. The Gini index, Lorenz curves, and quantile shares are among the commonly encountered examples. The nuisance functionals are usually handled by a plug-in nonparametric estimator and the main inferential procedure can be carried out through a two-step generalized empirical likelihood method. Unfortunately, the resulting inference is not efficient and the nonparametric version of the Wilks’ theorem breaks down even under simple random sampling. We propose an augmented estimating equations method with nuisance functionals and complex surveys. The second step augmented estimating functions obey the Neyman orthogonality condition and automatically handle the impact of the first step plug-in estimator, and the resulting estimator of the main parameters of interest is invariant to the first step method. More importantly, the generalized empirical likelihood-based Wilks’ theorem holds for the main parameters of interest under the design-based framework for commonly used survey designs, and the maximum generalized empirical likelihood estimators achieve the semiparametric efficiency bound. Performances of the proposed methods are demonstrated through simulation studies and an application using the dataset from the New York City Social Indicators Survey.

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)0.017
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMetaresearch
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: none
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.689
Threshold uncertainty score0.991

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0030.017
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.001
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0010.000

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 head0.656
GPT teacher head0.470
Teacher spread0.186 · 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