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Record W2751380915 · doi:10.1080/00949655.2017.1371174

Improved robust ridge M-estimation

2017· article· en· W2751380915 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.

Bibliographic record

VenueJournal of Statistical Computation and Simulation · 2017
Typearticle
Languageen
FieldMathematics
TopicAdvanced Statistical Methods and Models
Canadian institutionsBrock University
Fundersnot available
KeywordsMulticollinearityEstimatorMathematicsRobust regressionOutlierOrdinary least squaresRobust statisticsStatisticsRidgeRegressionMonte Carlo methodShrinkage estimatorElastic net regularizationRegression analysisMinimum-variance unbiased estimatorEfficient estimatorGeography

Abstract

fetched live from OpenAlex

It is developed that non-sample prior information about regression vector-parameter, usually in the form of constraints, improves the risk performance of the ordinary least squares estimator (OLSE) when it is shrunken. However, in practice, it may happen that both multicollinearity and outliers exist simultaneously in the data. In such a situation, the use of robust ridge estimator is suggested to overcome the undesirable effects of the OLSE. In this article, some prior information in the form of constraints is employed to improve the performance of this estimator in the multiple regression model. In this regard, shrinkage ridge robust estimators are defined. Advantages of the proposed estimators over the usual robust ridge estimator are also investigated using Monte-Carlo simulation as well as a real data example.

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)0.005
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: none
GenreCandidate signal: Methods · Consensus signal: none
Teacher disagreement score0.490
Threshold uncertainty score0.614

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.005
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
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 head0.161
GPT teacher head0.473
Teacher spread0.312 · 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