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Record W370182128

Robust VIF Regression

2011· article· en· W370182128 on OpenAlexfundno aff
Debbie J. Dupuis, Maria‐Pia Victoria‐Feser

Bibliographic record

VenueArchive ouverte UNIGE (University of Geneva) · 2011
Typearticle
Languageen
FieldEngineering
TopicFault Detection and Control Systems
Canadian institutionsnot available
FundersNatural Sciences and Engineering Research Council of CanadaSchweizerischer Nationalfonds zur Förderung der Wissenschaftlichen ForschungNational Science Foundation
KeywordsOutlierRobust regressionRobustness (evolution)Feature selectionRegressionComputer scienceEstimatorVariance inflation factorCovariateLasso (programming language)Regression analysisRobust statisticsEconometricsArtificial intelligenceMathematicsStatisticsMachine learningMulticollinearity
DOInot available

Abstract

fetched live from OpenAlex

The sophisticated and automated means of data collection used by an increasing number of institutions and companies leads to extremely large datasets. Subset selection in regression is essential when a huge number of covariates can potentially explain a response variable of interest. The recent statistical literature has seen an emergence of new selection methods that provide some type of compromise between implementation (computational speed) and statistical optimality (e.g. prediction error minimization). Global methods such as Mallows' Cp have been supplanted by sequential methods such as stepwise regression. More recently, streamwise regression, faster than the former, has emerged. A recently proposed streamwise regression approach based on the variance inflation factor (VIF) is promising but its least-squares based implementation makes it susceptible to the outliers inevitable in such large data sets. This lack of robustness can lead to poor and suboptimal feature selection. This article proposes a robust VIF regression, based on fast robust estimators, that inherits all the good properties of classical VIF in the absence of outliers, but also continues to perform well in their presence where the classical approach fails. The analysis of two real data sets shows the necessity of a robust approach for policy makers.

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)0.022
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.005
Threshold uncertainty score0.026

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0050.022
Meta-epidemiology (narrow)0.0020.001
Meta-epidemiology (broad)0.0020.002
Bibliometrics0.0020.002
Science and technology studies0.0010.001
Scholarly communication0.0020.002
Open science0.0020.001
Research integrity0.0020.002
Insufficient payload (model declined to judge)0.0050.003

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 head0.021
GPT teacher head0.158
Teacher spread0.138 · 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 designSimulation or modeling
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

Citations0
Published2011
Admission routes1
Has abstractyes

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Same venueArchive ouverte UNIGE (University of Geneva)→Same topicFault Detection and Control Systems→French-language works237,207→