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Record W4390461978 · doi:10.3929/ethz-b-000073064

Nonparametric Econometrics: The np Package

2008· article· en· W4390461978 on OpenAlexfundno aff
Tristen Hayfield, Jeffrey S. Racine

Bibliographic record

VenueRepository for Publications and Research Data (ETH Zurich) · 2008
Typearticle
Languageen
FieldComputer Science
TopicData Analysis with R
Canadian institutionsnot available
FundersSocial Sciences and Humanities Research Council of CanadaNatural Sciences and Engineering Research Council of Canada
KeywordsNonparametric statisticsEconometricsR packageStatisticsComputer scienceMathematicsEconomics

Abstract

fetched live from OpenAlex

We describe the R np package via a series of applications that may be of interest to applied econometricians. The np package implements a variety of nonparametric and semiparametric kernel-based estimators that are popular among econometricians. There are also procedures for nonparametric tests of significance and consistent model specification tests for parametric mean regression models and parametric quantile regression models, among others. The np package focuses on kernel methods appropriate for the mix of continuous, discrete, and categorical data often found in applied settings. Data-driven methods of bandwidth selection are emphasized throughout, though we caution the user that data-driven bandwidth selection methods can be computationally demanding.

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)0.007
metaresearch head score (Gemma)0.057
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Not applicable · Consensus signal: Not applicable
GenreCandidate signal: Software · Consensus signal: none
Teacher disagreement score0.141
Threshold uncertainty score0.472

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0070.057
Meta-epidemiology (narrow)0.0020.001
Meta-epidemiology (broad)0.0020.002
Bibliometrics0.0030.003
Science and technology studies0.0010.001
Scholarly communication0.0030.002
Open science0.0030.003
Research integrity0.0010.003
Insufficient payload (model declined to judge)0.1410.077

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 head0.263
GPT teacher head0.385
Teacher spread0.122 · 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.

The models applied no category: nothing in the taxonomy fit this work.
Study designNot applicable
Domainnot available
GenreSoftware

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

Citations100
Published2008
Admission routes1
Has abstractyes

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