Targeted Inference Involving High-Dimensional Data Using Nuisance Penalized Regression
Bibliographic record
Abstract
Analysis of high dimensional data has received considerable and increasing attention in statistics. In practice, we may not be interested in every variable that is observed. Instead, often some of the variables are of particular interest, and the remaining variables are nuisance. To this end, we propose the nuisance penalized regression which does not penalize the parameters of interest. When the coherence between interest parameters and nuisance parameters is negligible, we show that resulting estimator can be directly used for inference without any correction. When the coherence is not negligible, we propose an iteratively procedure to further refine the estimate of interest parameters, based on which we propose a modified profile likelihood based statistic for hypothesis testing. The utilities of our general results are demonstrated in three specific examples. Numerical studies lend further support to our method.
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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 | 0.026 | 0.116 |
| Meta-epidemiology (narrow) | 0.002 | 0.001 |
| Meta-epidemiology (broad) | 0.003 | 0.002 |
| Bibliometrics | 0.002 | 0.002 |
| Science and technology studies | 0.001 | 0.003 |
| Scholarly communication | 0.002 | 0.004 |
| Open science | 0.004 | 0.004 |
| Research integrity | 0.003 | 0.004 |
| Insufficient payload (model declined to judge) | 0.002 | 0.001 |
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".