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Record W4402062408 · doi:10.1002/cjs.11830

A new copula regression model for hierarchical data

2024· article· en· W4402062408 on OpenAlexafffundvenue
Talagbé Gabin Akpo, Louis‐Paul Rivest

Bibliographic record

VenueCanadian Journal of Statistics · 2024
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicFinancial Risk and Volatility Modeling
Canadian institutionsUniversité LavalInstitut National de la Recherche Scientifique
FundersNatural Sciences and Engineering Research Council of CanadaCanada Research Chairs
KeywordsCopula (linguistics)EconometricsRegression analysisStatisticsComputer scienceMathematics

Abstract

fetched live from OpenAlex

Abstract This article proposes multivariate copula models for hierarchical data. They account for two types of correlation: one is between variables measured on the same unit, and the other is a correlation between units in the same cluster. This model is used to carry out copula regression for hierarchical data that gives cluster‐specific prediction curves. In the simple case where a cluster contains two units and where two variables are measured on each one, the new model is constructed with a ‐vine. The proposed copula density is expressed in terms of three copula families. When the copula families and the marginal distributions are normal, the model is equivalent to a normal linear mixed model with random cluster‐specific intercepts. Methods to select the three copula families and to estimate their parameters are proposed. We perform Monte Carlo studies of the sampling properties of these estimators and of out‐of‐sample predictions. The new model is applied to a dataset on the marks of students in several schools.

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 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)0.000
metaresearch head score (Gemma)0.001
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: none
Teacher disagreement score0.629
Threshold uncertainty score0.519

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.001
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
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 head0.181
GPT teacher head0.290
Teacher spread0.109 · 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 teacher head, 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

Citations2
Published2024
Admission routes3
Has abstractyes

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