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A model selection method for S‐estimation

2007· article· en· W2146753116 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.
fundA Canadian funder is recorded on the work.

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.

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)0.004
metaresearch head score (Gemma)0.005
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.458
Threshold uncertainty score0.586

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0040.005
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.000
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 head0.307
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