MétaCan
Menu
Back to cohort
Record W94208768 · doi:10.1002/jae.2508

Wild Bootstrap Inference for Wildly Different Cluster Sizes

2016· article· en· W94208768 on OpenAlexaff
James G. MacKinnon, Matthew D. Webb

Bibliographic record

VenueJournal of Applied Econometrics · 2016
Typearticle
Languageen
FieldMathematics
TopicStatistical Methods and Bayesian Inference
Canadian institutionsCarleton UniversityQueen's University
Fundersnot available
KeywordsEstimatorCluster (spacecraft)EconometricsStatisticsVariance (accounting)Monte Carlo methodInferenceMathematicsComputer scienceEconomicsArtificial intelligence

Abstract

fetched live from OpenAlex

Summary The cluster robust variance estimator (CRVE) relies on the number of clusters being sufficiently large. Monte Carlo evidence suggests that the ‘rule of 42’ is not true for unbalanced clusters. Rejection frequencies are higher for datasets with 50 clusters proportional to US state populations than with 50 balanced clusters. Using critical values based on the wild cluster bootstrap performs much better. However, this procedure fails when a small number of clusters is treated. We explain why CRVE t statistics and the wild bootstrap fail in this case, study the ‘effective number’ of clusters and simulate placebo laws with dummy variable regressors. Copyright © 2016 John Wiley & Sons, Ltd.

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)0.043
metaresearch head score (Gemma)0.255
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: Methods · Consensus signal: Methods
Teacher disagreement score0.043
Threshold uncertainty score0.229

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0430.255
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0020.002
Bibliometrics0.0020.002
Science and technology studies0.0020.006
Scholarly communication0.0030.005
Open science0.0030.003
Research integrity0.0020.005
Insufficient payload (model declined to judge)0.0100.001

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 head0.100
GPT teacher head0.356
Teacher spread0.256 · 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
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

Citations373
Published2016
Admission routes1
Has abstractyes

Explore more

Same venueJournal of Applied EconometricsSame topicStatistical Methods and Bayesian InferenceFrench-language works237,207