Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Material Facts Obscured in Hansen's Modern Gauss-Markov Theorem   We show that the abstract and conclusion of Hansen's {\it Econometrica}
paper, \cite{Hansen22}, entitled a modern Gauss-Markov theorem (MGMT), obscures
a material fact, which in turn can confuse students. The MGMT places ordinary
least squares (OLS) back on a high pedestal by bringing in the Cramer-Rao
efficiency bound. We explain why linearity and unbiasedness are linked, making
most nonlinear estimators biased. Hence, MGMT extends the reach of the
century-old GMT by a near-empty set. It misleads students because it misdirects
attention back to the unbiased OLS from beneficial shrinkage and other tools,
which reduce the mean squared error (MSE) by injecting bias.

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The categories of this paper are: q-bio
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The categories of this paper are: atom-ph
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The categories of this paper are: hep-ph
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The categories of this paper are: solv-int
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The categories of this paper are: supr-con
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The categories of this paper are: math
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The categories of this paper are: hep-lat
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The categories of this paper are: econ
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The categories of this paper are: q-fin
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The categories of this paper are: q-alg
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The categories of this paper are: comp-gas
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The categories of this paper are: astro-ph
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The categories of this paper are: math-ph
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The categories of this paper are: alg-geom
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The categories of this paper are: chem-ph
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The categories of this paper are: mtrl-th