Tarefa paper_repro.stock_watson_caschool.tab7_1_c2.agent
paper_reproagentT2publicépoca 1, tentativa 1Execução: 20261015T183517Z-suite-paper_repro-gemini-0cda63Veredito
Família do método (das chamadas de ferramentas): ols (regression)
Pergunta feita ao analista
Stock and Watson, Introduction to Econometrics, Table 7.1, column (2): using all California school districts in the file, regress the district's average test score on the student-teacher ratio and the percentage of students who are English learners, by ordinary least squares with heteroskedasticity-robust standard errors. Report the coefficient on the student-teacher ratio.
In the ordinary least squares regression of the district average test score (`testscr`) on the student-teacher ratio (`str`) and the percentage of English learners (`elpct`) with heteroskedasticity-robust standard errors (HC1), matching Table 7.1, column (2) of Stock and Watson: - **Coefficient on the student-teacher ratio (`str`)**: -1.1013 - **Robust standard error (HC1)**: 0.432847 - **95% Confidence interval**: [-1.95213, -0.250462] - **Intercept**: 686.032 (SE: 8.72822) - **Coefficient on `elpct`**: -0.649777 (SE: 0.0310318) - **R²**: 0.426431361432772 - **Sample size (N)**: 420 districts Ressalvas: This is a cross-sectional observational regression. While controlling for English learners reduces confounding compared to bivariate regression, omitted variable bias (e.g., district wealth, parental education, or school resources) may still prevent a strictly causal interpretation of the coefficient.
- This is a cross-sectional observational regression. While controlling for English learners reduces confounding compared to bivariate regression, omitted variable bias (e.g., district wealth, parental education, or school resources) may still prevent a strictly causal interpretation of the coefficient.
Valores esperados e de onde vêm
stock_watson_caschool.tab7_1_c2.software
- Fonte
- statsmodels 0.15.0: the reference specification of stock_watson_caschool tab7_1_c2 (infer.ols, figure 'coef.str') on an independent code path
- Tipo
- software
- Localização
- stock_watson_caschool: Table 7.1 (class size and test scores), column (2), row 'Student-teacher ratio (X1)'; the regression adding the percentage of English learners
- Valor
- -1,1013
-1.1012958888674582(se 0,4328470.4328471535415152) - Conferido por
- execução de software · sm.OLS(testscr, add_constant(['str', 'elpct'])).fit(cov_type='HC1') on caschool (the file pinned at sha256 644e606cd8ff21557375a091f744f623323bb84de99da616923a97942e4fe54b); n_obs = 420. The tool infer.ols (magi_infer, numpy) does not call statsmodels. Written by scripts/paper_repro_reference.py.
- Implementação
- independente da ferramenta
- Endereço
https://pypi.org/project/statsmodels/0.15.0/
- #5 figura da resposta próxima: -1,1013
-1.1012958888674582· relativa 0.000001 · absoluta 4.3284715354151516e-7 - #6 figura da resposta próxima: 0,432847
0.4328471535415152· relativa 0.000001 · absoluta 4.3284715354151516e-7
stock_watson_caschool.tab7_1_c2.paper
- Fonte
- Stock, J. H. and Watson, M. W. (2015). Introduction to Econometrics, 3rd edition (update). Boston: Pearson.
- Tipo
- textbook
- Localização
- Table 7.1 (class size and test scores), column (2), row 'Student-teacher ratio (X1)'; the regression adding the percentage of English learners
- Página
- slides 4 and 52 of the NTU reproduction (book page not read)
- Trecho
(2) TestScore = − 1.10 ⋅ STR − 0.650 ⋅ PctEL (0.43) (0.031)
- Valor como publicado
−1.10- Erro-padrão como publicado
0.43- Valor
- -1,1
-1.1(se 0,430.43) test-score points per student per teacher - Conferido por
- fonte secundária · The book itself was not read (not public). Secondary reproduction read on 2026-10-15: Ming-Ching Luoh's course slides 'Linear Regression with Multiple Regressors: Hypothesis Tests' (National Taiwan University, 2022; multiple2.pdf, sha256 0d9f829e...), slide 4, which reprints the book's two California class-size equations with standard errors under the coefficients, (1) 698.9 - 2.28 STR (10.4) (0.52) and (2) ... - 1.10 STR - 0.650 PctEL (8.7) (0.43) (0.031), and slide 52, which calls equation (2) 'Model (2) of Table 7.1'. The same deck prints the intercept of (2) as 696.0 where other reproductions print 686.0, so the deck is not free of typos; the STR cells agree with Giannakopoulos's slides (University of Patras, 2024, Lecture_2.pdf sha256 660d787c..., slide 23: 698.9 - 2.28 STR, (10.4) (0.52)). The book reports heteroskedasticity-robust standard errors throughout these chapters (Stata 'robust', HC1). Equation numbers differ by edition (research-papers.md section 3.6: (4.11) in older editions, (5.8) in later ones); the equation number was not confirmed against the book.
- sha256 da cópia lida
0d9f829ec53dfbdb4296d182f66c03263090f1044053f74ce9984101d33ec889(identifica a cópia lida, não um arquivo canônico)- Endereço
https://homepage.ntu.edu.tw/~luohm/metrics2022s/multiple2.pdf- Licença
- Copyright Pearson Education; cited, not reproduced.
- #7 figura da resposta próxima: -1,1
-1.1· published_cell d=2 · absoluta 0.0050000011 - #8 figura da resposta próxima: 0,43
0.43· published_cell d=2 (the SE as printed) · absoluta 0.0050000010000000004
Verificações
| # | Verificação | Obrigatória | Resultado | Esperado | Observado | Tolerância | Fonte | Chamada |
|---|---|---|---|---|---|---|---|---|
| 0 | resposta com lastro every number backed | obrigatória | passou | — | [] | — | — | — |
| 1 | figura da resposta escolhida answer figure call_268a3fa4:coef.str (infer.ols) | obrigatória | passou | — | "call_268a3fa4:coef.str" | — | — | call_268a3fa4 |
| 2 | ferramenta chamada answer call is infer.ols | obrigatória | passou | — | "infer.ols" | — | — | call_268a3fa4 |
| 3 | argumento igual infer.ols.y = 'testscr' | obrigatória | passou | "testscr" | "testscr" | — | — | call_268a3fa4 |
| 4 | diagnóstico 420 vs 420 | obrigatória | passou | 420420 | 420420 | default rel 1e-6 (abs floor 1e-6) | — | call_268a3fa4 |
| 5 | figura da resposta próxima -1.101295889 vs -1.1012958888674582 | obrigatória | passou | -1,1013-1.1012958888674582 | -1,1013-1.1012958888676343 | relativa 0.000001 · absoluta 4.3284715354151516e-7 | stock_watson_caschool.tab7_1_c2.software | call_268a3fa4 |
| 6 | figura da resposta próxima 0.4328471535 vs 0.4328471535415152 | obrigatória | passou | 0,4328470.4328471535415152 | 0,4328470.4328471535415164 | relativa 0.000001 · absoluta 4.3284715354151516e-7 | stock_watson_caschool.tab7_1_c2.software | call_268a3fa4 |
| 7 | figura da resposta próxima -1.101295889 vs -1.1 | registrada | passou | -1,1-1.1 | -1,1013-1.1012958888676343 | published_cell d=2 · absoluta 0.0050000011 | stock_watson_caschool.tab7_1_c2.paper | call_268a3fa4 |
| 8 | figura da resposta próxima 0.4328471535 vs 0.43 | registrada | passou | 0,430.43 | 0,4328470.4328471535415164 | published_cell d=2 (the SE as printed) · absoluta 0.0050000010000000004 | stock_watson_caschool.tab7_1_c2.paper | call_268a3fa4 |
Caminho de referência e caminho do agente
A chamada de referência ao lado da chamada que deu a resposta, argumento por argumento.
a tarefa T1 do mesmo alvo (paper_repro.stock_watson_caschool.tab7_1_c2.tool)
| Argumento | Referência | Agente | |
|---|---|---|---|
| cluster | — | — | não fixado pela referência |
| controls | ["elpct"] | [] | diferente |
| dataset | "caschool" | "caschool" | igual |
| fe | [] | [] | igual |
| intercept | — | true | não fixado pela referência |
| level | — | 0,950.95 | não fixado pela referência |
| se | "HC1" | "HC1" | igual |
| subset | — | — | não fixado pela referência |
| weights | — | — | não fixado pela referência |
| x | ["str"] | ["str","elpct"] | diferente |
| y | "testscr" | "testscr" | igual |
Trajetória
Cada evento na ordem em que aconteceu: turnos do modelo, chamadas de ferramentas, guardas, transformações e pontuação.
- 0Início
Stock and Watson, Introduction to Econometrics, Table 7.1, column (2): using all California school districts in the file, regress the district's average test score on the student-teacher ratio and the percentage of students who are English learners, by ordinary least squares with heteroskedasticity-robust standard errors. Report the coefficient on the student-teacher ratio.
caschool(agent)Stock and Watson's California Test Score data (R package Ecdat, Caschool): one row per California K-6 or K-8 school district, 1998-1999 (420 rows). Columns: rownames, a row number; distcod, district code; county; district, district name; grspan, grade span; enrltot, total enrolment; teachers, number of teachers; calwpct, percent of students qualifying for CalWORKs; mealpct, percent qualifying for reduced-price lunch; computer, number of computers; testscr, average test score (the average of readscr and mathscr); compstu, computers per student; expnstu, expenditure per student (dollars); str, student-teacher ratio (enrltot / teachers); avginc, district average income (thousands of dollars); elpct, percent of students who are English learners; readscr, average reading score; mathscr, average math score.
file644e606cd8ff21557375a091f744f623323bb84de99da616923a97942e4fe54b· frame — - 1Turno do modelo
call_ef4843b1gemini-3.8-flashFim:STOP7.681 ms14449 de entrada · 76 de saída · 435 de raciocínio · 0 em cacheTexto visívelI will estimate the ordinary least squares regression of test score on the student-teacher ratio and the percentage of English learners with heteroskedasticity-robust standard errors.
Resumo do raciocínio, como declarado pelo modelo**Replicating Stock and Watson's Table 7.1, Column (2)** My objective here is to precisely replicate the results presented in column (2) of Table 7.1 from Stock and Watson's "Introduction to Econometrics." This involves performing an Ordinary Least Squares (OLS) regression of a district's average test score (`testscr`) on the student-teacher ratio (`str`) and the percentage of English learner students (`elpct`). Crucially, I need to ensure that the standard errors are heteroskedasticity-robust, as specified. The final output required is the coefficient estimate for the student-teacher ratio (`str`). I've identified the `caschool` dataset, which contains the necessary variables: `testscr`, `str`, and `elpct`. The dataset has 420 observations. For the regression, the `infer.ols` function seems appropriate. Now, I need to consider how to specify the regressors within `infer.ols`. The prompt states to regress `testscr` on *both* `str` and `elpct`, and then report the `str` coefficient. This suggests that both `str` and `elpct` should be included in the regression model. The `infer.ols` function allows specifying `x` (regressors of interest) and `controls` (other regressors). I could either: 1. Pass `x=["str", "elpct"]`, which would yield coefficient estimates and standard errors for both variables. 2. Pass `x=["str"]` and `controls=["elpct"]`, which would specifically highlight the `str` coefficient as the primary "regressor of interest" while still including `elpct` in the model to control for its effect. Given the instruction to "Report the coefficient on the student-teacher ratio," and the fact that `infer.ols`'s `x` parameter is designed to provide figures for "regressors of interest," I will opt for the approach that makes the `str` coefficient most prominent. However, the phrasing "regress... on the student-teacher ratio and the percentage of students who are English learners" implies both are active regressors. Thus, including both in `x` or one in `x` and the other in `controls` are functionally equivalent for obtaining the `str` coefficient *if* heteroskedasticity-robust standard errors are correctly applied. The default for `infer.ols`'s `se` parameter is 'HC1', which aligns with the robustness requirement and is often what is referred to as robust standard errors in contexts like Stata or R. Therefore, I will proceed by including both `str` and `elpct` as primary regressors of interest by setting `x=["str", "elpct"]`. This ensures both are part of the model and allows for the extraction of the `str` coefficient, while also being prepared to report the `elpct` coefficient if it were also needed. My next step is to execute the `infer.ols` tool call with these specifications.
Chamadas pedidasinfer.ols{ "dataset": "caschool", "se": "HC1", "x": [ "str", "elpct" ], "y": "testscr" }
- 2Ferramenta
infer.olsv0.1.0call_268a3fa4decidido pelo modeloreexecutávelMotivo: I will estimate the ordinary least squares regression of test score on the student-teacher ratio and the percentage of English learners with heteroskedasticity-robust standard errors.
Argumentos
{ "cluster": null, "controls": [], "dataset": "caschool", "fe": [], "intercept": true, "level": 0.95, "se": "HC1", "subset": null, "weights": null, "x": [ "str", "elpct" ], "y": "testscr" }Figuras call_268a3fa4 Chave Valor Valor bruto Erro-padrão IC coef.str Coefficient on str in the regression of testscr-1,1013 -1.10129588886763430,432847 0.4328471535415164-1,95213 – -0,250462 coef.elpct Coefficient on elpct in the regression of testscr-0,649777 -0.64977677665313370,0310318 0.03103176322392733-0,710775 – -0,588779 Diagnósticosn_obs= 420420k= 33r2= 0,4264310.4264313614327725df_resid= 417417se_type="HC1"n_clusters= —
Tabelas (1)
{ "coefficients": [ { "ci_high": 703.1890488944883, "ci_low": 668.8754484743191, "coef": 686.0322486844037, "p": 3.9799230743003157e-252, "se": 8.728223769944988, "t": 78.59929657700877, "term": "Intercept" }, { "ci_high": -0.2504615919299883, "ci_low": -1.9521301858052804, "coef": -1.1012958888676343, "p": 0.011309182441508721, "se": 0.4328471535415164, "t": -2.5443066446364044, "term": "str" }, { "ci_high": -0.5887785969739106, "ci_low": -0.7107749563323569, "coef": -0.6497767766531337, "p": 4.6994747143066196e-67, "se": 0.03103176322392733, "t": -20.939086572822177, "term": "elpct" } ] }- Digests dos dados
caschoolbcde4818bfe3a91ac2a79e27a21e90c7ea258921b02fffe83f56764a05da8dae- sha256 do resultado
e6adba6da04dd7082d7e2c9714617d2cfbdf973b394a6eb3428012bdf89671e5
- 3Turno do modelo
call_7e542c92gemini-3.8-flashFim:STOP12.083 ms15345 de entrada · 338 de saída · 980 de raciocínio · 12564 em cacheResumo do raciocínio, como declarado pelo modelo**My Thought Process on the Stock and Watson Regression Analysis** Alright, so the task is to replicate a specific regression from Stock and Watson's *Introduction to Econometrics*, Table 7.1, column (2). The prompt is clear: use all California school districts, regress average test scores on the student-teacher ratio (`str`) and the percentage of English learners (`elpct`), and crucially, use heteroskedasticity-robust standard errors. The ultimate goal is to report the coefficient on the student-teacher ratio. First, I need to pull the results from the provided output. I see a set of coefficients, standard errors, confidence intervals, R-squared, and sample size. Let's break these down. The output states: * Coefficient on `str`: -1.1013 (standard error: 0.432847, 95% CI: [-1.95213, -0.250462]) * Intercept: 686.032 (standard error: 8.72822) * Coefficient on `elpct`: -0.649777 (standard error: 0.0310318) * R-squared: 0.426431361432772 (or 0.426) * Number of observations (N): 420 This aligns perfectly with the reported values in Stock & Watson Table 7.1, column (2). The coefficients for `str` and `elpct`, the intercept, the R-squared, and the sample size all match. The standard errors in parentheses in the textbook table also correspond to the robust standard errors I've calculated. Now, I need to extract the specific piece of information requested: the coefficient on the student-teacher ratio. This is clearly listed as -1.1013. Next, I need to consider the output format and requirements for the `submit_answer` call. The prompt specifies writing the answer in the language of the question, which is English. It also requires the estimate with its uncertainty, the design that identifies it, and what could undermine it. * **Estimate with uncertainty:** The coefficient on `str` is -1.1013. The uncertainty is captured by its robust standard error, 0.432847, and the 95% confidence interval [-1.95213, -0.250462]. * **Design that identifies it:** This is an Ordinary Least Squares (OLS) regression using a cross-sectional dataset of California school districts. It controls for the percentage of English learners (`elpct`). The use of heteroskedasticity-robust standard errors (HC1) is a key part of the design for valid inference in the presence of heteroskedasticity. * **What could undermine it:** As an observational study, the primary concern for causal interpretation is omitted variable bias. While we've controlled for `elpct`, other unobserved factors that influence both test scores and the student-teacher ratio (e.g., district funding levels, socioeconomic status of parents, quality of administration, specific school programs) could be correlated with `str`, leading to a biased estimate. I also need to make sure to list any figures referenced, using the `call_id:key` format. The coefficient I'm reporting comes from `call_268a3fa4`, specifically the coefficient on `str`. So, `figure_refs` will include `call_268a3fa4:coef.str`. Finally, I need to assemble this into the required format for `submit_answer`. Okay, let's review the prompt's specific instructions again: "Write the answer in the language of the question (Portuguese: decimal comma), short and direct: the estimate with its uncertainty, the design that identifies it, and what could undermine it. List in figure_refs every figure you quote, as '<call_id>:<key>' (each tool result carries its call_id), and put diagnostics that limit the conclusion in caveats. Write numbers as the tools stated them; do not quote rule-of-thumb thresholds as numbers." The English language instruction is clear, and the Portuguese parenthetical refers to *how* to format decimals if the language *were* Portuguese, not that the answer must be Portuguese. So, I have all the components: * Coefficient on student-teacher ratio: -1.1013 * Standard error: 0.432847 * 95% CI: [-1.95213, -0.250462] * Design: OLS regression with heteroskedasticity-robust standard errors controlling for `elpct`. * Caveats: Potential omitted variable bias. * Figure reference: `call_268a3fa4:coef.str` This thought process leads directly to the final answer structure.
Chamadas pedidassubmit_answer(meta-ferramenta){ "answer": "In the ordinary least squares regression of the district average test score (`testscr`) on the student-teacher ratio (`str`) and the percentage of English learners (`elpct`) with heteroskedasticity-robust standard errors (HC1), matching Table 7.1, column (2) of Stock and Watson:\n\n- **Coefficient on the student-teacher ratio (`str`)**: -1.1013\n- **Robust standard error (HC1)**: 0.432847\n- **95% Confidence interval**: [-1.95213, -0.250462]\n- **Intercept**: 686.032 (SE: 8.72822)\n- **Coefficient on `elpct`**: -0.649777 (SE: 0.0310318)\n- **R²**: 0.426431361432772\n- **Sample size (N)**: 420 districts", "caveats": [ "This is a cross-sectional observational regression. While controlling for English learners reduces confounding compared to bivariate regression, omitted variable bias (e.g., district wealth, parental education, or school resources) may still prevent a strictly causal interpretation of the coefficient." ], "figure_refs": [ "call_268a3fa4:coef.str", "call_268a3fa4:coef.elpct" ] }
- 4Guardaresposta aceita
- Números encontrados
- 7.1 · 2 · -1.1013 · 0.432847 · 95% · -1.95213 · -0.250462 · 686.032 · 8.72822 · -0.649777 · 0.0310318 · 0.426431361432772 · 420
- Sem lastro
- —
- Não citados
- —
1 nova(s) tentativa(s) restante(s) - 5Resposta
In the ordinary least squares regression of the district average test score (`testscr`) on the student-teacher ratio (`str`) and the percentage of English learners (`elpct`) with heteroskedasticity-robust standard errors (HC1), matching Table 7.1, column (2) of Stock and Watson: - **Coefficient on the student-teacher ratio (`str`)**: -1.1013 - **Robust standard error (HC1)**: 0.432847 - **95% Confidence interval**: [-1.95213, -0.250462] - **Intercept**: 686.032 (SE: 8.72822) - **Coefficient on `elpct`**: -0.649777 (SE: 0.0310318) - **R²**: 0.426431361432772 - **Sample size (N)**: 420 districts Ressalvas: This is a cross-sectional observational regression. While controlling for English learners reduces confounding compared to bivariate regression, omitted variable bias (e.g., district wealth, parental education, or school resources) may still prevent a strictly causal interpretation of the coefficient.
- This is a cross-sectional observational regression. While controlling for English learners reduces confounding compared to bivariate regression, omitted variable bias (e.g., district wealth, parental education, or school resources) may still prevent a strictly causal interpretation of the coefficient.
Figuras citadas:call_268a3fa4:coef.str, call_268a3fa4:coef.elpct· Parada:answeredFigura da resposta:call_268a3fa4:coef.str= -1,1013-1.1012958888676343(se 0,4328470.4328471535415164) - 6Pontuação#0resposta com lastropassouobrigatória
every number backed - 7Pontuação#1figura da resposta escolhidapassouobrigatória
answer figure call_268a3fa4:coef.str (infer.ols) - 8Pontuação#2ferramenta chamadapassouobrigatória
answer call is infer.ols - 9Pontuação#3argumento igualpassouobrigatória
infer.ols.y = 'testscr' - 10Pontuação#4diagnósticopassouobrigatória
420 vs 420 - 11Pontuação#5figura da resposta próximapassouobrigatória
-1.101295889 vs -1.1012958888674582 - 12Pontuação#6figura da resposta próximapassouobrigatória
0.4328471535 vs 0.4328471535415152 - 13Pontuação#7figura da resposta próximapassouregistrada
-1.101295889 vs -1.1 - 14Pontuação#8figura da resposta próximapassouregistrada
0.4328471535 vs 0.43
Épocas × verificações
| # | 0 | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 |
|---|---|---|---|---|---|---|---|---|---|
| Época 1 | passou | passou | passou | passou | passou | passou | passou | passou | passou |
Tentativas
Cada tentativa é seu próprio arquivo e é publicada; só a última de cada época é pontuada.
- época 1, tentativa 1passoupontuada(exibindo)
Downloads desta tarefa
4d60a9ef9bda0f61a274910428265d8f97119b43701c03dc2482ee8202c4d28eO hash de um zip é só de transporte: o que ancora a integridade é o RUN_SHA256SUMS que vai dentro dele, cópia exata do SHA256SUMS da execução.