Valid Standard Errors for Bayesian Quantile Regression With Clustered and Independent Data
Bibliographic record
Abstract
Bayesian quantile regression typically uses the asymmetric Laplace distribution as working likelihood, not because it is a plausible data-generating distribution but because the corresponding maximum likelihood estimator is identical to the classical estimator by Koenker and Bassett. While point estimation is consistent, credible intervals tend to have poor frequentist coverage. We propose using infinitesimal jackknife (IJ) standard errors introduced by Giordano and Broderick, which do not require resampling and can be obtained from a single Markov chain Monte Carlo run. Simulations and applications to real data show that IJ standard errors have good frequentist properties for both independent and clustered data. We provide an R package, IJSE, that computes IJ standard errors after estimation of any model with the brms wrapper for Stan.
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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 | 0.053 | 0.391 |
| Meta-epidemiology (narrow) | 0.001 | 0.001 |
| Meta-epidemiology (broad) | 0.002 | 0.003 |
| Bibliometrics | 0.004 | 0.006 |
| Science and technology studies | 0.001 | 0.002 |
| Scholarly communication | 0.003 | 0.004 |
| Open science | 0.006 | 0.003 |
| Research integrity | 0.003 | 0.006 |
| Insufficient payload (model declined to judge) | 0.011 | 0.004 |
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".