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Record W2948406693 · doi:10.1080/03461238.2019.1624274

Concordance-based predictive measures in regression models for discrete responses

2019· article· en· W2948406693 on OpenAlexafffund
Michel Denuit, Mhamed Mesfioui, Julien Trufin

Bibliographic record

VenueScandinavian Actuarial Journal · 2019
Typearticle
Languageen
FieldDecision Sciences
TopicProbability and Risk Models
Canadian institutionsUniversité du Québec à Trois-Rivières
FundersNatural Sciences and Engineering Research Council of Canada
KeywordsMathematicsContext (archaeology)StatisticsConcordanceEconometricsBounded functionPortfolioVariable (mathematics)RegressionLinear regressionInterval (graph theory)EconomicsCombinatorics

Abstract

fetched live from OpenAlex

Dependence measures are often used in practice in order to assess the quality of a regression model. This is for instance the case with Kendall's tau and other association coefficients based on concordance probabilities. However, in case the response variable is discrete, correlation indices are often bounded and restricted to a sub-interval of [−1,1]. Hence, in this context, small positive values of Kendall's tau may actually support goodness of prediction when getting close to its highest attainable value. In this paper, we derive the best-possible upper bounds for Kendall's tau when the response variable is discrete. Two cases are considered, depending on whether the score is continuous or discrete. Also, we illustrate the obtained upper bounds on a motor third-party liability insurance portfolio.

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)0.052
metaresearch head score (Gemma)0.211
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: Theoretical or conceptual
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.052
Threshold uncertainty score0.274

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0520.211
Meta-epidemiology (narrow)0.0020.001
Meta-epidemiology (broad)0.0030.003
Bibliometrics0.0060.005
Science and technology studies0.0020.006
Scholarly communication0.0060.006
Open science0.0050.006
Research integrity0.0040.008
Insufficient payload (model declined to judge)0.0040.002

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 head0.105
GPT teacher head0.383
Teacher spread0.278 · 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

Citations4
Published2019
Admission routes2
Has abstractyes

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