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Record W2770123802 · doi:10.1002/cjs.11527

Estimating prediction error for complex samples

2019· preprint· en· W2770123802 on OpenAlex
Andrew J. Holbrook, Thomas Lumley, Daniel L. Gillen

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 · 2019
Typepreprint
Languageen
FieldMathematics
TopicStatistical Methods and Bayesian Inference
Canadian institutionsnot available
FundersNational Institute on AgingNational Institutes of Health
KeywordsEstimatorStatisticsSampling (signal processing)GeneralizationContext (archaeology)Sample size determinationComputer sciencePopulationSample (material)Mean squared errorEconometricsMathematics

Abstract

fetched live from OpenAlex

With a growing interest in using non‐representative samples to train prediction models for numerous outcomes it is necessary to account for the sampling design that gives rise to the data in order to assess the generalized predictive utility of a proposed prediction rule. After learning a prediction rule based on a non‐uniform sample, it is of interest to estimate the rule's error rate when applied to unobserved members of the population. Efron (1986) proposed a general class of covariance penalty inflated prediction error estimators that assume the available training data are representative of the target population for which the prediction rule is to be applied. We extend Efron's estimator to the complex sample context by incorporating Horvitz–Thompson sampling weights and show that it is consistent for the true generalization error rate when applied to the underlying superpopulation. The resulting Horvitz–Thompson–Efron estimator is equivalent to dAIC, a recent extension of Akaike's information criteria to survey sampling data, but is more widely applicable. The proposed methodology is assessed with simulations and is applied to models predicting renal function obtained from the large‐scale National Health and Nutrition Examination Study survey. The Canadian Journal of Statistics 48: 204–221; 2020 © 2019 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)0.010
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMetaresearch, Meta-epidemiology (narrow)
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 score0.182
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.010
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.001
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 head0.208
GPT teacher head0.391
Teacher spread0.183 · 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