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Record W293502839

Robust generalized regression estimation

2005· article· en· W293502839 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.
aboutThe title or abstract carries a Canadian signal from the geographic lexicon.

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.

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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)0.000
metaresearch head score (Gemma)0.001
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: Methods
Teacher disagreement score0.646
Threshold uncertainty score0.382

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.001
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 head0.250
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