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Record W1969936152 · doi:10.1214/aos/1021379865

Bootrapping robust estimates of regression

2002· article· en· W1969936152 on OpenAlexafffund
Matías Salibián‐Barrera, Ruben H. Zamar

Bibliographic record

VenueThe Annals of Statistics · 2002
Typearticle
Languageen
FieldMathematics
TopicAdvanced Statistical Methods and Models
Canadian institutionsUniversity of British Columbia
FundersNatural Sciences and Engineering Research Council of Canada
KeywordsMathematicsOutlierQuantileStatisticsRobust regressionMonte Carlo methodConfidence intervalRepresentation (politics)Linear regressionQuantile regressionApplied mathematics

Abstract

fetched live from OpenAlex

We introduce a new computer-intensive method to estimate the distribution of robust regression estimates. The basic idea behind our method is to bootstrap a reweighted representation of the estimates. To obtain a bootstrap method that is asymptotically correct, we include the auxiliary scale estimate in our reweighted representation of the estimates. Our method is computationally simple because for each bootstrap sample we only have to solve a linear system of equations. The weights we use are decreasing functions of the absolute value of the residuals and hence outlying observations receive small weights. This results in a bootstrap method that is resistant to the presence of outliers in the data. The breakdown points of the quantile estimates derived with this method are higher than those obtained with the bootstrap. We illustrate our method on two datasets and we report the results of a Monte Carlo experiment on confidence intervals for the parameters of the linear model.

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)0.005
metaresearch head score (Gemma)0.038
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.005
Threshold uncertainty score0.024

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0050.038
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0020.001
Bibliometrics0.0030.002
Science and technology studies0.0010.001
Scholarly communication0.0020.002
Open science0.0020.002
Research integrity0.0010.003
Insufficient payload (model declined to judge)0.0040.002

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 head0.504
GPT teacher head0.483
Teacher spread0.021 · 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 designTheoretical or conceptual
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

Citations177
Published2002
Admission routes2
Has abstractyes

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