/Users/simon-pierreboucher/Desktop/UQO/Recherche/Recherche-UQO/economie/social-compression-hypothesis/.venv/lib/python3.12/site-packages/statsmodels/discrete/conditional_models.py:80: UserWarning: Dropped 37 groups and 2823 observations for having no within-group variance warnings.warn(msg) /Users/simon-pierreboucher/Desktop/UQO/Recherche/Recherche-UQO/economie/social-compression-hypothesis/.venv/lib/python3.12/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals warnings.warn("Maximum Likelihood optimization failed to " === PRIMARY === model term coef se p n events error C1 primary: Y456 ~ P + X + region FE + year FE P_modern_z 0.392 0.089 0.000 14637.0 2692.0 NaN C2: Y456 ~ P + FE only P_modern_z 0.723 0.080 0.000 15687.0 2981.0 NaN C3: Y456 ~ P + K + X + FE (reparametrization of B5: beta_P = beta_D) P_modern_z 0.225 0.094 0.017 14637.0 2692.0 NaN C3: Y456 ~ P + K + X + FE (reparametrization of B5: beta_P = beta_D) K_modern_z -0.535 0.150 0.000 14637.0 NaN NaN C3: Y456 ~ P + K + X + FE (reparametrization of B5: beta_P = beta_D) NaN NaN NaN NaN NaN NaN 'D_modern_z' B1 baseline population only D_modern_z 0.122 0.071 0.088 14754.0 2710.0 NaN B2 baseline capacity only K_modern_z -0.631 0.131 0.000 15675.0 2957.0 NaN B3 baseline development (gdppc) only log_gdppc -0.582 0.096 0.000 15862.0 2980.0 NaN B4 baseline persistence y456_b5 0.246 0.138 0.076 15806.0 2968.0 NaN B5 D and K separately D_modern_z 0.166 0.070 0.017 14637.0 2692.0 NaN B5 D and K separately K_modern_z -0.701 0.139 0.000 14637.0 NaN NaN B5 Wald test of beta_D + beta_K = 0 (restriction implied by P) D+K -0.535 0.150 0.000 14637.0 NaN NaN Placebo: P with polyarchy in place of K (polyarchy not separately controlled) P_placebo_z 0.202 0.058 0.000 14754.0 2710.0 NaN Placebo comparison: P_main with the same controls as the placebo P_modern_z 0.448 0.082 0.000 14676.0 2706.0 NaN Negative control: past events (t-5..t-1) ~ P_t + gdppc + polyarchy + FE (no duration terms) P_modern_z 0.436 0.098 0.000 14608.0 2757.0 NaN Forward comparison for the negative control: future events ~ P_t + gdppc + polyarchy + FE P_modern_z 0.475 0.099 0.000 14637.0 2692.0 NaN C4: conditional logit, country FE + decade FE P_modern_z 1.329 0.099 0.000 14637.0 2692.0 NaN C5: linear probability, country + year FE P_modern_z_dm 0.109 0.032 0.001 14637.0 2692.0 NaN === OOS wins === model baseline folds win_share mean_diff scheme metric C1 P B0 FE+X 3 0.667 0.003 forward oos_loglik C1 P B0 FE+X 3 1.000 0.009 forward auc C1 P B1 D 3 0.667 0.002 forward oos_loglik C1 P B1 D 3 1.000 0.008 forward auc C1 P B2 K 3 0.333 0.022 forward oos_loglik C1 P B2 K 3 0.333 0.007 forward auc C1 P B4 persistence 3 0.667 0.005 forward oos_loglik C1 P B4 persistence 3 1.000 0.014 forward auc C1 P B5 D+K 3 0.333 0.022 forward oos_loglik C1 P B5 D+K 3 0.333 0.006 forward auc C1 P B0 FE+X 6 0.667 -0.003 loro oos_loglik C1 P B0 FE+X 6 0.833 0.007 loro auc C1 P B1 D 6 0.667 -0.001 loro oos_loglik C1 P B1 D 6 1.000 0.007 loro auc C1 P B2 K 6 0.167 -0.013 loro oos_loglik C1 P B2 K 6 0.500 0.001 loro auc C1 P B4 persistence 6 0.500 -0.005 loro oos_loglik C1 P B4 persistence 6 0.833 0.007 loro auc C1 P B5 D+K 6 0.167 -0.011 loro oos_loglik C1 P B5 D+K 6 0.500 -0.001 loro auc === OOS summary === scheme model oos_loglik auc brier calibration_slope forward B0 FE+X -0.425 0.722 0.137 0.790 forward B1 D -0.424 0.724 0.137 0.787 forward B2 K -0.444 0.724 0.146 0.772 forward B4 persistence -0.427 0.718 0.138 0.781 forward B5 D+K -0.443 0.726 0.146 0.766 forward C1 P -0.422 0.732 0.136 0.790 loro B0 FE+X -0.527 0.671 0.142 0.396 loro B1 D -0.528 0.671 0.143 0.396 loro B2 K -0.517 0.677 0.140 0.395 loro B4 persistence -0.525 0.671 0.142 0.404 loro B5 D+K -0.519 0.679 0.141 0.393 loro C1 P -0.530 0.678 0.143 0.392 === H4 === { "folds": 15, "hinge_beats_linear_share": 0.7333333333333333, "spline_beats_linear_share": 0.8, "mean_ll_linear": -0.4113670936056255, "mean_ll_hinge": -0.41084128380745744, "mean_ll_spline": -0.40877957013035415, "median_knot": -0.08085854020686861 } === H5 === model coef se p n within_block_coef within_block_se within_block_n within_block_events H5 leave-region-out: 1.0 0.284 0.094 0.003 13252 1.034 0.436 1385 131 H5 leave-region-out: 2.0 0.318 0.100 0.001 12017 0.517 0.001 2620 773 H5 leave-region-out: 3.0 0.311 0.097 0.001 13175 0.441 0.354 1462 281 H5 leave-region-out: 4.0 0.310 0.117 0.008 11363 0.407 0.163 3274 747 H5 leave-region-out: 5.0 0.279 0.096 0.004 10717 0.804 0.314 3920 350 H5 leave-region-out: 6.0 0.462 0.096 0.000 12661 0.246 0.201 1976 410 H5 leave-period-out: 1900-1945 0.407 0.101 0.000 12616 0.256 0.213 2021 554 H5 leave-period-out: 1946-1989 0.367 0.115 0.001 8927 0.436 0.124 5710 1295 H5 leave-period-out: 1990+ 0.409 0.108 0.000 9285 0.346 0.161 5352 626 H5 leave-period-out: pre-1900 0.388 0.091 0.000 13083 0.621 0.287 1554 217 === ROBUSTNESS === model term coef se p n events oster_beta_full oster_beta_short partial_r2_P robustness_value R: horizon h=1 P_modern_z 0.3214 0.0908 0.0004 14635 902.0 NaN NaN NaN NaN R: horizon h=3 P_modern_z 0.3802 0.0874 0.0000 14636 1911.0 NaN NaN NaN NaN R: horizon h=10 P_modern_z 0.4484 0.0995 0.0000 14639 4143.0 NaN NaN NaN NaN R: component y4_f5 P_modern_z 1.0157 0.1935 0.0000 10279 566.0 NaN NaN NaN NaN R: component y5_f5 P_modern_z 0.1926 0.1369 0.1594 10853 1460.0 NaN NaN NaN NaN R: component y6_f5 P_modern_z 0.2401 0.0937 0.0104 14636 2068.0 NaN NaN NaN NaN R: K = PC1 P_modern_pc1_z 0.3915 0.0896 0.0000 14637 2692.0 NaN NaN NaN NaN R: standardized within year P_modern_within_year_z 0.4037 0.0909 0.0000 14637 2692.0 NaN NaN NaN NaN R: D = (log pop + log area)/2 P_modern_area_z 0.3459 0.0980 0.0004 11735 2359.0 NaN NaN NaN NaN R: years ≥ 1900 P_modern_z 0.3885 0.0913 0.0000 13083 2475.0 NaN NaN NaN NaN R: polyarchy not controlled P_modern_z 0.4477 0.0820 0.0000 14676 2706.0 NaN NaN NaN NaN R: + persistence control P_modern_z 0.3885 0.0885 0.0000 14598 2682.0 NaN NaN NaN NaN Sensitivity (LPM): Oster bias-adjusted β at Rmax=1.3·R² (δ=1); Cinelli–Hazlett RV P_modern_z -0.0303 NaN NaN 14637 NaN 0.0367 0.0819 0.0051 0.0689