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Record W4390021842 · doi:10.5964/meth.8285

Which robust regression technique is appropriate under violated assumptions? A simulation study

2023· article· en· W4390021842 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.

Bibliographic record

VenueMethodology · 2023
Typearticle
Languageen
FieldMathematics
TopicAdvanced Statistical Methods and Models
Canadian institutionsUniversity of Manitoba
Fundersnot available
KeywordsRobust regressionStatisticsOrdinary least squaresRegressionRegression analysisHeteroscedasticityOutlierMathematicsMean squared errorRegression diagnosticEconometricsMonte Carlo methodLinear regressionPolynomial regression

Abstract

fetched live from OpenAlex

Ordinary least squares (OLS) regression is widely employed for statistical prediction and theoretical explanation in psychology studies. However, OLS regression has a critical drawback: it becomes less accurate in the presence of outliers and non-random error distribution. Several robust regression methods have been proposed as alternatives. However, each robust regression has its own strengths and limitations. Consequently, researchers are often at a loss as to which robust regression method to use for their studies. This study uses a Monte Carlo experiment to compare different types of robust regression methods with OLS regression based on relative efficiency (RE), bias, root mean squared error (RMSE), Type 1 error, power, coverage probability of the 95% confidence intervals (CIs), and the width of the CIs. The results show that, with sufficient samples per predictor (n = 100), the robust regression methods are as efficient as OLS regression. When errors follow non-normal distributions, i.e., mixed-normal, symmetric and heavy-tailed (SH), asymmetric and relatively light-tailed (AL), asymmetric and heavy-tailed (AH), and heteroscedastic, the robust method (GM-estimation) seems to consistently outperform OLS regression.

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.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.005
metaresearch head score (Gemma)0.007
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.562
Threshold uncertainty score0.797

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0050.007
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0000.001
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

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 head0.591
GPT teacher head0.557
Teacher spread0.034 · 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