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Record W1606357496

REDUCED-DIMENSION CONTROL REGRESSION

2006· preprint· en· W1606357496 on OpenAlexfundno aff
J. A. Galbraith, Victoria Zinde‐Walsh

Bibliographic record

VenueeScholarship@McGill (McGill) · 2006
Typepreprint
Languageen
FieldMathematics
TopicStatistical Methods and Inference
Canadian institutionsnot available
FundersSocial Sciences and Humanities Research Council of Canada
KeywordsMathematicsDimension (graph theory)Eigenvalues and eigenvectorsConstant (computer programming)RegressionRegression analysisSample size determinationControl variableSample (material)Set (abstract data type)Variable (mathematics)Applied mathematicsStatisticsComputer scienceMathematical analysisCombinatorics
DOInot available

Abstract

fetched live from OpenAlex

A model to investigate the effect of one variable on another typically requires controls for numerous other effects which are not constant across the sample. Or-thogonal transformations of the set of potential controls can be used to extract information from a large number of such data series, via a parsimonious regression involving a reduced number of orthogonal components derived from the eigenvectors of the moment matrix of the controls (the ‘reduced-dimension control regression, RDCR). We show that this method allows consistent (and asymptotically normal, given further restrictions) estimation of a parameter of interest in a general setting, involving a possibly-unbounded set of explanatory series. We examine selection of both the particular orthogonal directions and of their dimension. Selection of the included components follows a new criterion which takes into account both the magnitude of the eigenvalue and the correlation of the eigenvector with the variable of interest. Simulation experiments show good performance of the method in com-parison with some alternative model selection devices. An application to the effect of interest rates on housing starts illustrates the straightforward steps involved in applying the methods.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.015
metaresearch head score (Gemma)0.044
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: none
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.015
Threshold uncertainty score0.079

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0150.044
Meta-epidemiology (narrow)0.0020.001
Meta-epidemiology (broad)0.0030.002
Bibliometrics0.0020.003
Science and technology studies0.0010.002
Scholarly communication0.0030.002
Open science0.0030.002
Research integrity0.0020.003
Insufficient payload (model declined to judge)0.0100.002

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.062
GPT teacher head0.331
Teacher spread0.269 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
Domainnot available
GenreMethods

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations4
Published2006
Admission routes1
Has abstractyes

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