MODELING AND ESTIMATING VARIANCES IN REGRESSION
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Bibliographic record
Abstract
ABSTRACT It is well known that ignoring heteroscedasticity in regression analysis adversely affects the efficiency of estimation and renders the usual procedure for constructing prediction intervals inappropriate. In some applications, such as off-line quality control, knowledge of the variance function is also of considerable interest in its own right. Thus the modeling of variance constitutes an important part of regression analysis. A common practice in modeling variance is to assume that a certain function of the variance can be closely approximated by a function of a known parametric form. The logarithm link function is often used even if it does not fit the observed variation satisfactorily, as other alternatives may yield negative estimated variances. In this paper we propose a rich class of link functions for more flexible variance modeling which alleviates the major difficulty of negative variances. We suggest also an alternative analysis for heteroscedastic regression models that exploits the principle of "separation" discussed in Box (Signal-to-Noise Ratios, Performance Criteria and Transformation. Technometrics 1988, 30, 1–31). The proposed method does not require any distributional assumptions once an appropriate link function for modeling variance has been chosen. Unlike the analysis in Box (Signal-to-Noise Ratios, Performance Criteria and Transformation. Technometrics 1988, 30, 1–31), the estimated variances and their associated asymptotic variances are found in the original metric (although a transformation has been applied to achieve separation in a different scale), making interpretation of results considerably easier. Keywords: Heteroscedastic modelsOff-line quality controlPseudo-likelihoodRegressionVariance function ACKNOWLEDGMENTS The author would like to thank the referee and the Associate Editor for their constructive comments leading to considerable improvement of the paper.
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Full frame distilled prediction
Teacher imitationNot 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.
Codex and Gemma teacher scores by category
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.005 | 0.008 |
| Meta-epidemiology (narrow) | 0.000 | 0.000 |
| Meta-epidemiology (broad) | 0.000 | 0.000 |
| Bibliometrics | 0.000 | 0.000 |
| Science and technology studies | 0.000 | 0.000 |
| Scholarly communication | 0.000 | 0.000 |
| Open science | 0.000 | 0.000 |
| Research integrity | 0.000 | 0.000 |
| Insufficient payload (model declined to judge) | 0.000 | 0.000 |
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.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it