Hypothesis testing in finite mixture of regressions: Sparsity and model selection uncertainty
Bibliographic record
Abstract
Abstract Sparse finite mixture of regression models arise in several scientific applications and testing hypotheses concerning regression coefficients in such models is fundamental to data analysis. In this article, we describe an approach for hypothesis testing of regression coefficients that take into account model selection uncertainty. The proposed methods involve (i) estimating the active predictor set of the sparse model using a consistent model selector and (ii) testing hypotheses concerning the regression coefficients associated with the estimated active predictor set. The methods asymptotically control the family wise error rate at a pre‐specified nominal level, while accounting for variable selection uncertainty. Additionally, we provide examples of consistent model selectors and describe methods for finite sample improvements. Performance of the methods is also illustrated using simulations. A real data analysis is included to illustrate the applicability of the methods. The Canadian Journal of Statistics 46: 429–457; 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 | 0.177 |
| Meta-epidemiology (narrow) | 0.001 | 0.001 |
| Meta-epidemiology (broad) | 0.003 | 0.002 |
| Bibliometrics | 0.003 | 0.002 |
| Science and technology studies | 0.001 | 0.005 |
| Scholarly communication | 0.003 | 0.003 |
| Open science | 0.003 | 0.004 |
| Research integrity | 0.002 | 0.004 |
| Insufficient payload (model declined to judge) | 0.003 | 0.000 |
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.
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".