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Record W1964907750 · doi:10.1081/sac-120017860

Improved Estimation of Coefficient Vector in a Regression Model

2003· article· en· W1964907750 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.

Bibliographic record

VenueCommunications in Statistics - Simulation and Computation · 2003
Typearticle
Languageen
FieldMathematics
TopicRandom Matrices and Applications
Canadian institutionsUniversity of WindsorSaint Mary's University
Fundersnot available
KeywordsEstimatorMathematicsMean squared errorInvariant estimatorStatisticsMinimax estimatorJames–Stein estimatorEfficient estimatorStein's unbiased risk estimateMinimum-variance unbiased estimatorConsistent estimatorApplied mathematics

Abstract

fetched live from OpenAlex

Abstract In this article we consider the problem of estimating the coefficient vector of a classical regression model when it is apriori suspected that the parameters vector may belong to a subspace. Two estimators; namely the positive-part of Stein-type estimator and the improved preliminary test estimator are proposed and it is demonstrated analytically as well as numerically that the proposed estimators dominate the usual Stein-type and pretest estimators respectively. The proposed estimators are also compared in terms of risks with that of the unrestricted estimator and we find that the positive-part of Stein-type estimator uniformly dominates the unrestricted estimator while the improved preliminary test estimator dominates the unrestricted estimator in a wider range than that of the usual pretest estimator. Keywords: Uncertain prior informationQuadratic biasesMean squared error matricesRisk functionsImproved pretest estimatorPositive-part of James–Stein estimatorPercentage risk improvement Acknowledgment The authors are thankful to the referee for helpful comments on the earlier draft.

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.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.000
metaresearch head score (Gemma)0.001
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Methods · Consensus signal: none
Teacher disagreement score0.617
Threshold uncertainty score0.451

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.001
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

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 head0.137
GPT teacher head0.455
Teacher spread0.317 · 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