PARAMETER UNCERTAINTY SUMMARY
All key model parameters with their 95% confidence intervals. CIs derived from country-clustered standard errors, Greenwood formula (survival analysis), HC3 robust standard errors (yield model), and nonparametric bootstrap (2,000 resamples).
| Parameter | Estimate | 95% CI | Method |
|---|---|---|---|
| AR(1) intercept (α) | 3.56 | [2.80, 4.32] | Clustered SE |
| AR(1) persistence (β) | 0.956 | [0.941, 0.971] | Clustered SE |
| AR(1) R² | 0.872 | [0.8492, 0.8929] | Bootstrap |
| Event horizon location | L = 11.7 | [5.1, 29.4] | Bootstrap |
| Free zone retention | 94.9% | [0.922, 0.975] | Bootstrap |
| Partly Free retention | 77.2% | [0.731, 0.811] | Bootstrap |
| Not Free retention | 87.3% | [0.851, 0.894] | Bootstrap |
| Tyranny basin (μ) | 6.57 | [4.02, 7.25] | GMM Bootstrap |
| Hybrid center (μ) | 32.37 | [24.34, 39.91] | GMM Bootstrap |
| Liberty basin (μ) | 90.68 | [89.19, 92.53] | GMM Bootstrap |
| Tyranny well (potential) | L = 8.1 | [5.6, 9.4] | Parametric Bootstrap |
| Hybrid well (potential) | L = 47.0 | [25.0, 61.9] | Parametric Bootstrap |
| Liberty well (potential) | L = 89.2 | [84.1, 91.1] | Parametric Bootstrap |
| S8 median survival | 57 yr | [48, 71] | Greenwood |
| S1 5-yr retention | 93.1% | [83.9%, 100%] | Greenwood |
| Yield slope (per L point) | −0.35 pp | [−0.62, −0.08] | HC3 SE |
| OOS zone accuracy | 90.8% | [0.884, 0.949] | Temporal CV |
Full audit: c10-uncertainty-propagation-results.md. Bootstrap: 2,000 resamples, seed=42. Clustered SE: country-level clustering (91 clusters). Greenwood: Kaplan-Meier variance formula. HC3: heteroskedasticity-consistent standard errors (MacKinnon & White 1985).