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Record W6980800873

Correlation adjusted penalization in regression analysis

2012· dissertation· en· W6980800873 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.

fundA Canadian funder is recorded on the work.
no affNo Canadian affiliation: this work is invisible to an affiliation-only frame.
No Canadian affiliation. An affiliation-only frame, the usual design, would never have seen this work. It is one of the works that make the case for inverting the frame.

Bibliographic record

VenueMspace (University of Manitoba) · 2012
Typedissertation
Languageen
FieldEngineering
TopicPhysics and Engineering Research Articles
Canadian institutionsnot available
FundersMitacs
KeywordsMulticollinearityEstimatorCorrelationVariance inflation factorLinear regressionRegressionRegression analysisVariable (mathematics)Feature selection
DOInot available

Abstract

fetched live from OpenAlex

The PhD thesis introduces two new types of correlation adjusted penalization methods to address the issue of multicollinearity in regression analysis. The main purpose is to achieve simultaneous shrinkage of parameter estimators and variable selection for multiple linear regression and logistic regression when the predictor variables are highly correlated. The motivation is that when there is serious issue of multicollinearity, the variances of parameter estimators are significantly large. The new correlation adjusted penalization methods shrink the parameter estimators and their variances to alleviate the problem of multicollinearity. The latest important trend to deal with multicollinearity is to apply penalization methods for simultaneous shrinkage and variable selection. In the literature, the following penalization methods are popular: ridge, bridge, LASSO, SCAD, and OSCAR. Few papers have used correlation based penalization methods, and these correlation based methods in the literature do not work when some correlations are either 1 or -1. This means that these correlation based methods fail if at least two predictor variables are perfectly correlated. We introduce two new types of correlation adjusted penalization methods that work whether or not the predictor variables are perfectly correlated. The types of correlation adjusted penalization methods introduced in my thesis are intuitive and innovative. We investigate important theoretical properties of these new types of penalization methods, including bias, mean squared error, data argumentation and asymptotic properties, and plan to apply them to real data sets in the near future.

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)0.000
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.555
Threshold uncertainty score0.904

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.001
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 head0.012
GPT teacher head0.205
Teacher spread0.192 · 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