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Record W4404205068 · doi:10.1093/jjfinec/nbae020

Bootstrap Inference for Group Factor Models

2024· article· en· W4404205068 on OpenAlexafffund
Śılvia Gonçalves, Benoît Perron

Bibliographic record

VenueJournal of Financial Econometrics · 2024
Typearticle
Languageen
FieldMathematics
TopicStatistical Methods and Inference
Canadian institutionsUniversité de MontréalMcGill UniversityCenter for Interuniversity Research and Analysis on Organizations
FundersSocial Sciences and Humanities Research Council
KeywordsInferenceFactor (programming language)Group (periodic table)EconometricsFactor analysisStatisticsMathematicsComputer scienceArtificial intelligence

Abstract

fetched live from OpenAlex

Abstract Andreou et al. (2019) have proposed a test for common factors based on canonical correlations between factors estimated separately from each group. We propose a simple bootstrap test that avoids the need to estimate the bias and variance of the canonical correlations explicitly and provide high-level conditions for its validity. We verify these conditions for a wild bootstrap scheme similar to the one proposed in Gonçalves and Perron (2014). Simulation experiments show that this bootstrap approach leads to null rejection rates closer to the nominal level in all of our designs compared to the asymptotic framework.

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)0.038
metaresearch head score (Gemma)0.268
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.038
Threshold uncertainty score0.202

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0380.268
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0020.002
Bibliometrics0.0020.003
Science and technology studies0.0010.004
Scholarly communication0.0020.003
Open science0.0020.003
Research integrity0.0020.003
Insufficient payload (model declined to judge)0.0070.001

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.

Opus teacher head0.297
GPT teacher head0.412
Teacher spread0.115 · 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 designSimulation or modeling
Domainnot available
GenreEmpirical

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

Citations3
Published2024
Admission routes2
Has abstractyes

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