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A model selection method for S‐estimation

2007· article· en· W2146753116 on OpenAlexafffund
Arie Preminger, Shinichi Sakata

Bibliographic record

VenueEconometrics Journal · 2007
Typearticle
Languageen
FieldMathematics
TopicAdvanced Statistical Methods and Models
Canadian institutionsUniversity of British Columbia
FundersSocial Sciences and Humanities Research Council of CanadaBen-Gurion University of the Negev
KeywordsSelection (genetic algorithm)EstimationLibrary scienceModel selectionColumbia universityOperations researchHistoryEconometricsStatisticsComputer scienceEconomicsSociologyManagementMathematicsMedia studiesArtificial intelligence

Abstract

fetched live from OpenAlex

Cleaning data or removing some data periods in least squares (LS) regression analysis is not unusual. This practice indicates that a researcher sometimes desires to estimate the parameter value, with which the regression function fits a large fraction of individuals or events in the population (behind the original data set), possibly exhibiting poor fits to some atypical individuals or events. The S‐estimators are a class of estimators that are consistent with the researcher's desire in such situations. In this paper, we propose a method of model selection suitable in the S‐estimation. The proposed method chooses a model that minimizes a criterion named the penalised S‐scale criterion (PSC), which is decreasing in the sample S‐scale of fitted residuals and increasing in the number of parameters. We study the large sample behavior of the PSC in nonlinear regression with dependent, heterogeneous data, to establish sets of conditions sufficient for the PSC to consistently select the best‐fitting, most parsimonious model. Our analysis allows for partial unidentifiability, which is an important possibility when selecting one among non‐linear regression models. We conduct Monte Carlo simulations to verify that a particular PSC called the PSC‐S is at least as trustworthy as the Schwarz information criterion, often used in the LS regression.

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)0.010
metaresearch head score (Gemma)0.025
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: Empirical · Consensus signal: none
Teacher disagreement score0.010
Threshold uncertainty score0.051

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0100.025
Meta-epidemiology (narrow)0.0020.001
Meta-epidemiology (broad)0.0020.003
Bibliometrics0.0030.003
Science and technology studies0.0010.001
Scholarly communication0.0010.001
Open science0.0020.002
Research integrity0.0020.003
Insufficient payload (model declined to judge)0.0080.003

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 head0.307
GPT teacher head0.503
Teacher spread0.195 · 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
GenreEmpirical

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

Citations1
Published2007
Admission routes2
Has abstractyes

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