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Record W2990181566 · doi:10.3386/t0339

Unconditional Quantile Regressions

2007· preprint· en· W2990181566 on OpenAlexaff
Sérgio Firpo, Nicole M. Fortin, Thomas Lemieux

Bibliographic record

VenueNational Bureau of Economic Research · 2007
Typepreprint
Languageen
FieldMathematics
TopicStatistical Methods and Inference
Canadian institutionsUniversity of British ColumbiaCanadian Institute for Advanced Research
Fundersnot available
KeywordsQuantile regressionEconometricsQuantileStatisticsCross-sectional regressionMathematicsLogistic regressionEstimatorLogitOrdinary least squaresRegression analysisNonparametric statisticsBinomial regressionNonparametric regressionOrdered logitCensored regression modelPolynomial regression

Abstract

fetched live from OpenAlex

We propose a new regression method to estimate the impact of explanatory variables on quantiles of the unconditional (marginal) distribution of an outcome variable.The proposed method consists of running a regression of the (recentered) influence function (RIF) of the unconditional quantile on the explanatory variables.The influence function is a widely used tool in robust estimation that can easily be computed for each quantile of interest.We show how standard partial effects, as well as policy effects, can be estimated using our regression approach.We propose three different regression estimators based on a standard OLS regression (RIF-OLS), a logit regression (RIF-Logit), and a nonparametric logit regression (RIF-OLS).We also discuss how our approach can be generalized to other distributional statistics besides quantiles.

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)0.005
metaresearch head score (Gemma)0.028
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 score0.011
Threshold uncertainty score0.036

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0050.028
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0020.002
Science and technology studies0.0000.001
Scholarly communication0.0010.002
Open science0.0030.002
Research integrity0.0010.002
Insufficient payload (model declined to judge)0.0110.002

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 head0.724
GPT teacher head0.656
Teacher spread0.068 · 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

Citations6
Published2007
Admission routes1
Has abstractyes

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