An Improved Method of Automated Nonparametric Content Analysis for Social Science

Some scholars build models to classify documents into chosen categories. Others, especially social scientists who tend to focus on population characteristics, instead usually estimate the proportion of documents in each category—using either parametric “classify-and-count” methods or “direct” nonparametric estimation of proportions without individual classification. Unfortunately, classify-and-count methods can be highly model-dependent or generate more bias in the proportions even as the percent of documents correctly classified increases. Direct estimation avoids these problems, but can suffer when the meaning of language changes between training and test sets or is too similar across categories. We develop an improved direct estimation approach without these issues by including and optimizing continuous text features, along with a form of matching adapted from the causal inference literature. Our approach substantially improves performance in a diverse collection of 73 datasets. We also offer easy-to-use software that implements all ideas discussed herein.

The functional kNN estimator of the conditional expectile: Uniform consistency in number of neighbors

The main purpose of the present paper is to investigate the problem of the nonparametric estimation of the expectile regression in which the response variable is scalar while the covariate is a random function. More precisely, an estimator is constructed by using the k Nearest Neighbor procedures (kNN). The main contribution of this study is the establishment of the Uniform consistency in Number of Neighbors (UNN) of the constructed estimator. The usefulness of our result for the smoothing parameter automatic selection is discussed. Short simulation results show that the finite sample performance of the proposed estimator is satisfactory in moderate sample sizes. We finally examine the implementation of this model in practice with a real data in financial risk analysis.