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Record W2598291149 · doi:10.1002/cjs.11349

On the minimum coverage probability of model averaged tail area confidence intervals

2018· article· en· W2598291149 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.

venuePublished in a venue whose home country is Canada.
aboutThe title or abstract carries a Canadian signal from the geographic lexicon.
no affNo Canadian affiliation: this work is invisible to an affiliation-only frame.
No Canadian affiliation. An affiliation-only frame, the usual design, would never have seen this work. It is one of the works that make the case for inverting the frame.

Bibliographic record

VenueCanadian Journal of Statistics · 2018
Typearticle
Languageen
FieldMathematics
TopicStatistical Methods and Bayesian Inference
Canadian institutionsnot available
Fundersnot available
KeywordsCoverage probabilityCredible intervalRobust confidence intervalsConfidence intervalCDF-based nonparametric confidence intervalUpper and lower boundsConfidence distributionInterval (graph theory)Imprecise probabilityLinear regression

Abstract

fetched live from OpenAlex

Abstract Frequentist model averaging has been proposed as a method for incorporating “model uncertainty” into confidence interval construction. Such proposals have been of particular interest in the environmental and ecological statistics communities. A promising method of this type is the model averaged tail area (MATA) confidence interval put forward by Turek & Fletcher (2012). The performance of this interval depends greatly on the data‐based model weights. A computationally convenient formula for the coverage probability of this interval was provided by Kabaila, Welsh, & Abeysekera (2016), in the simple scenario of two nested linear regression models. We consider more complicated scenarios with a large number of linear regression models. For each of a given set of components of the regression parameter vector, we either set the component to zero or let it vary freely. We provide an easily computed upper bound on the minimum coverage probability of the MATA confidence interval. This upper bound provides evidence against the use of a model weight based on the Bayesian Information Criterion (BIC). The Canadian Journal of Statistics 46: 279–297; 2018 © 2018 Statistical Society of Canada

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)0.001
metaresearch head score (Gemma)0.016
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMetaresearch, Insufficient payload (model declined to judge)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Methods · Consensus signal: none
Teacher disagreement score0.593
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.016
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.001
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0010.000

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 head0.111
GPT teacher head0.329
Teacher spread0.218 · 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