On the minimum coverage probability of model averaged tail area confidence intervals
Bibliographic record
Abstract
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
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How this classification was reachedexpand
Full frame machine prediction
Teacher imitationNot 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.
Distilled classifier scores by category (both heads)
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.047 | 0.384 |
| Meta-epidemiology (narrow) | 0.001 | 0.001 |
| Meta-epidemiology (broad) | 0.004 | 0.002 |
| Bibliometrics | 0.006 | 0.004 |
| Science and technology studies | 0.002 | 0.005 |
| Scholarly communication | 0.004 | 0.006 |
| Open science | 0.005 | 0.005 |
| Research integrity | 0.003 | 0.005 |
| Insufficient payload (model declined to judge) | 0.004 | 0.001 |
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 itClassification
machine, unvalidatedMachine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.
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".