sigmoid.social is one of the many independent Mastodon servers you can use to participate in the fediverse.
A social space for people researching, working with, or just interested in AI!

Server stats:

588
active users

#econometrics

0 posts0 participants0 posts today

CPC-CG members Professor Jackie Wahba OBE and Professor Athina Vlachantoni have been announced as #REF 2029 Sub-panel members for #Economics and #Econometrics, and #SocialWork and #SocialPolicy, respectively.

They join CPC-CG Director Professor Jane Falkingham CBE who is Chair of Main Panel C– #SocialSciences. Full story: cpc.ac.uk/news/latest_news/?ac

Continued thread

從檢定發現美國失業率是廣義極值分配特性。同時,Gumbel,type I有機率密度函數,真實告訴你美國失業率的機率模型,而不是出一張圖代表存在機率模型。

以上這些方法都是超越傳統AI的數據分析方法,真正從數據本質出發打造精確統計模型,解決通用模型無法捕捉真實數據規律的難題,通過自動化建模過程揭示隱藏的數學規律。

你學的是落在哪種層次呢?

直線建模能做到,當然非線性的人工智慧自動化建模同樣能做到。數據規律的數學化、自動化(更新+建模+模擬)、強大而直觀的統計分析工具集成,統計學習達成。

其中一種非線性建模:x.com/meiyulee357/status/19632

@academicchatter @econometrics @ida

如何建構美國失業率的機率模型?機率模型最後要有數學式顯示,不能只是圖形。

1) 直方圖?別想了,沒有數學式。只是圖像視覺化,不是數據分析,也不是人工智慧該有的數據模型。【不合格】
2) 用直方圖的組中點和對應機率值?11組可以使用AI-based piecewise linear regression method的結果是兩段直線。整體的R2達73%。【合格】
3) 建立更多分組的直方圖產生組中點與機率值。運用AI-based piecewise linear regressin method,產生9段直線。整體的R2達93%。【合格】
4) 運用適合度檢定,檢定45種機率分配?發現美國失業率的機率模型服從Gumbel,type I(a=0.68,b=27.82)。根據a值升序模擬產生條件機率分配。【合格】

@academicchatter @econometrics @ida

Dealing with Censored Earnings in Register Data d.repec.org/n?u=RePEc:hal:jour
"… In many register #data worldwide a relevant part of earnings and wealth is top-coded (right-censored), , can severely undermine its usefulness. For instance, how can #inequality and top earnings be credibly studied if the right tail of the earnings distribution is missing? Taking a distributional approach that is based on the semi-parametric modelling of the right tail being Pareto-like, we show how the missing tail can be successfully estimated using the administrative censored data.
… The presented distributional approach should not be confused with individuallevel imputations of #censoredData. The latter requires, in addition to the Pareto parameter, the assignment of a rank of to each censored observation. Due to the censoring, these ranks are unobserved… "
#Econometrics #PublicStatistics #economics

Large Language Models: An Applied Econometric Framework d.repec.org/n?u=RePEc:arx:pape
"Altogether our results suggest that the excitement around the empirical uses of LLMs is warranted, provided researchers guard against training leakage by using open-source LLMs in prediction problems and collect benchmark data in estimation problems."

An earlier abstract read: "The only way to ensure no training leakage is to use open-source LLMs with documented training data and published weights. The only way to deal with #LLM measurement error is to collect validation data and model the error structure. A corollary is that if such conditions can't be met for a candidate LLM application, our strong advice is: don't."
#Econometrics #ML #AI #economics

If Applied #Econometrics Were Easy, #LLMs Could Do It! econometricsense.blogspot.com/
"All those things that #AI may be able to do are only the things regression needs, but to get where we need to go, to understand why, we need way more than what AI can currently provide. We need #thinking. So even for a basic regression, depending on our goals, the thinking required is currently and may always be beyond the capabilities of AI."

"Statisticians do not in general exactly agree on how to analyze anything but the simplest of problems. The fact that statistical inference uses mathematics does not imply that there is only one reasonable or useful way to conduct an analysis. Engineers use math as well, but there are many ways to build a bridge."

"… when you are not the one making the decision and it looks like the machine is doing it, there is someone who is actually making that decision for you...and I think that we have been complacent and we have allowed our technology to be faceless....how will we hold them accountable....for wisdom...thinking is our responsibility"
#accountability #statistics #decisionMaking

econometricsense.blogspot.comIf Applied Econometrics Were Easy, LLMs Could Do It!Summary Can AI do applied econometrics and causal inference? Can LLMs pick up on the nuances and social norms that dictate so many of the de...

New #paper out: « The impact of the #COVID19 pandemic on women’s contribution to public code » (Empir. Softw. Eng. 30(1): 25 (2025)) where we establish, using #econometrics techniques and relying on the @swheritage archive, that the pandemic disproportionately impacted women's ability to contribute to the development of public code, relatively to men. #Openaccess preprint at: hal.science/hal-04716803/

With A. Casanueva, D.Rossi, and @Zimm_i48

hal.scienceThe Impact of the COVID-19 Pandemic on Women's Contribution to Public CodeDespite its promise of openness and inclusiveness, the development of free and open source software (FOSS) remains significantly unbalanced in terms of gender representation among contributors. To assist open source project maintainers and communities in addressing this imbalance, it is crucial to understand the causes of this inequality. In this study, we aim to establish how the COVID-19 pandemic has influenced the ability of women to contribute to public code. To do so, we use the Software Heritage archive, which holds the largest dataset of commits to public code, and the difference in differences (DID) methodology from econometrics that enables the derivation of causality from historical data. Our findings show that the COVID-19 pandemic has disproportionately impacted women's ability to contribute to the development of public code, relatively to men. Further, our observations of specific contributor subgroups indicate that COVID-19 particularly affected women hobbyists, identified using contribution patterns and email address domains.

🐦✨ Exciting news, #Gretl users! The latest issue of Computational Statistics is out, featuring 5 articles on our favorite opensource econometrics & statistics software! 🎉📊

These articles explore advanced modeling techniques such as
- Bayesian VARs
- Time-varying parameter model

It's fantastic to see Gretl gaining recognition in the academic community!

Check out the full issue here:
link.springer.com/journal/180/