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Record W4311514741 · doi:10.1111/ecin.13127

Cautions when normalizing the dependent variable in a regression as a <i>z</i>‐score

2022· article· en· W4311514741 on OpenAlexafffund
Jeffrey Penney

Bibliographic record

VenueEconomic Inquiry · 2022
Typearticle
Languageen
FieldMathematics
TopicAdvanced Causal Inference Techniques
Canadian institutionsUniversity of Alberta
FundersSocial Sciences and Humanities Research Council of Canada
KeywordsNormalization (sociology)MathematicsRegressionStatisticsVariable (mathematics)EconometricsBounded functionTransformation (genetics)Linear regressionOmitted-variable biasRegression analysisInferenceApplied mathematicsEconomicsMathematical analysisComputer scienceArtificial intelligence

Abstract

fetched live from OpenAlex

Abstract It is common in empirical analysis to facilitate inference by transforming the dependent variable to follow a standard normal distribution. In this paper, I show that using this transformation results in the estimated treatment effects being systematically attenuated toward zero and bounded in magnitude. The level of attenuation can be empirically relevant. I propose an alternative normalization wherein the dependent variable is divided by the square root of its within variation, which corrects these issues. I show that, in a simple linear regression, the method produces an estimated treatment effect that is numerically identical to Cohen's d .

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)0.299
metaresearch head score (Gemma)0.628
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesMetaresearch
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 score0.299
Threshold uncertainty score0.864

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.2990.628
Meta-epidemiology (narrow)0.0020.001
Meta-epidemiology (broad)0.0020.002
Bibliometrics0.0030.005
Science and technology studies0.0030.012
Scholarly communication0.0060.005
Open science0.0060.004
Research integrity0.0030.014
Insufficient payload (model declined to judge)0.0060.003

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 head0.177
GPT teacher head0.391
Teacher spread0.214 · 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.

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

Citations7
Published2022
Admission routes2
Has abstractyes

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