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Record W293502839

Robust generalized regression estimation

2005· article· en· W293502839 on OpenAlexaffabout
Jean François Beaumont, Asma Alavi

Bibliographic record

VenueQuality Engineering · 2005
Typearticle
Languageen
FieldMathematics
TopicAdvanced Statistical Methods and Models
Canadian institutionsStatistics Canada
Fundersnot available
KeywordsEstimatorOutlierRobustness (evolution)MathematicsMinimum-variance unbiased estimatorRobust statisticsLeast absolute deviationsMean squared errorEfficient estimatorPopulationStatisticsMathematical optimizationEconometrics
DOInot available

Abstract

fetched live from OpenAlex

The Best Linear Unbiased (BLU) estimator (or predictor) of a population total is based on the following two assumptions: i) the estimation model underlying the BLU estimator is correctly specified and ii) the sampling design is ignorable with respect to the estimation model. In this context, an estimator is robust if it stays close to the BLU estimator when both assumptions hold and if it keeps good properties when one or both assumptions are not fully satisfied. Robustness with respect to deviations from assumption (i) is called model robustness while robustness with respect to deviations from assumption (ii) is called design robustness. The Generalized Regression (GREG) estimator is often viewed as being robust since its property of being Asymptotically Design Unbiased (ADU) is not dependent on assumptions (i) and (ii). However, if both assumptions hold, the GREG estimator may be far less efficient than the BLU estimator and, in that sense, it is not robust. The relative inefficiency of the GREG estimator as compared to the BLU estimator is caused by widely dispersed design weights. To obtain a design-robust estimator, we thus propose a compromise between the GREG and the BLU estimators. This compromise also provides some protection against deviations from assumption (i). However, it does not offer any protection against outliers, which can be viewed as a consequence of a model misspecification. To deal with outliers, we use the weighted generalized M-estimation technique to reduce the influence of units with large weighted population residuals. We propose two practical ways of implementing M-estimators for multipurpose surveys; either the weights of influential units are modified and a calibration approach is used to obtain a single set of robust estimation weights or the values of influential units are modified. Some properties of the proposed approach are evaluated in a simulation study using a skewed finite population created from real survey data. 1. Jean-Francois Beaumont and Asma Alavi, Household Survey Methods Division, Statistics Canada, 16 floor, R.H. Coats Building, Ottawa, Ontario, Canada, K1A 0T6. E-mail: Jean-Francois.Beaumont@statcan.ca and Asma.Alavi@statcan.ca.

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.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not 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.

metaresearch head score (Codex)0.008
metaresearch head score (Gemma)0.034
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.008
Threshold uncertainty score0.041

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0080.034
Meta-epidemiology (narrow)0.0020.001
Meta-epidemiology (broad)0.0040.003
Bibliometrics0.0020.003
Science and technology studies0.0010.001
Scholarly communication0.0020.002
Open science0.0040.003
Research integrity0.0020.002
Insufficient payload (model declined to judge)0.0080.004

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 head0.250
GPT teacher head0.461
Teacher spread0.212 · 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

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
Domainnot available
GenreMethods

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".

Quick stats

Citations23
Published2005
Admission routes2
Has abstractyes

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