相关论文: Does Regression Approximate the Influence of the C…

How can one meaningfully make a measurement, if the meter does not conform to any standard and its scale expands or shrinks depending on what is measured? In the present work it is argued that current evaluation practices for…

A low-degree polynomial model for a response curve is used commonly in practice. It generally incorporates a linear or quadratic function of the covariate. In this paper we suggest methods for testing the goodness of fit of a general…

We develop a novel test of the instrumental variable identifying assumptions for heterogeneous treatment effect models with conditioning covariates. We assume semiparametric dependence between potential outcomes and conditioning covariates.…

In this paper we discuss how to evaluate the differences between fitted logistic regression models across sub-populations. Our motivating example is in studying computerized diagnosis for learning disabilities, where sub-populations based…

There exist some testing procedures based on the maximum mean discrepancy (MMD) to address the challenge of model specification. However, they ignore the presence of estimated parameters in the case of composite null hypotheses. In this…

In practical regression applications, multiple covariates are often measured, but not all may be associated with the response variable. Identifying and including only the relevant covariates in the model is crucial for improving prediction…

We introduce equivalence testing procedures for linear regression analyses. Such tests can be very useful for confirming the lack of a meaningful association between a continuous outcome and a continuous or binary predictor. Specifically,…

Evaluation benchmarks are the cornerstone of measuring capabilities of large language models (LLMs), as well as driving progress in said capabilities. Originally designed to make claims about capabilities (or lack thereof) in fully…

Calibration, the practice of choosing the parameters of a structural model to match certain empirical moments, can be viewed as minimum distance estimation. Existing standard error formulas for such estimators require a consistent estimate…

Systems design processes are increasingly reliant on simulation models to inform design decisions. A pervasive issue within the systems engineering community is trusting in the models used to make decisions about complex systems. This work…

In many statistical modeling frameworks, goodness-of-fit tests are typically administered to the estimated residuals. In the time series setting, whiteness of the residuals is assessed using the sample autocorrelation function. For many…

We suggest specification tests for the error distribution in vector multiplicative error models (vMEM). The test statistic is formulated as a weighted integrated distance between the parametric estimator of the Laplace transform of the null…

Validation is often defined as the process of determining the degree to which a model is an accurate representation of the real world from the perspective of its intended uses. Validation is crucial as industries and governments depend…

The deployment of machine learning classifiers in high-stakes domains requires well-calibrated confidence scores for model predictions. In this paper we introduce the notion of variable-based calibration to characterize calibration…

Confidence estimation (CE) indicates how reliable the answers of large language models are and impacts user trust and decision-making. Existing evaluations mainly concern the alignment between confidence and correctness, but ignore the…

Variable importance (VI) tools describe how much covariates contribute to a prediction model's accuracy. However, important variables for one well-performing model (for example, a linear model $f(\mathbf{x})=\mathbf{x}^{T}\beta$ with a…

Empirical modelling often aims for the simplest model consistent with the data. A new technique is presented which quantifies the consistency of the model dynamics as a function of location in state space. As is well-known, traditional…

In this work, we consider a multivariate regression model with one-sided errors. We assume for the regression function to lie in a general H\"{o}lder class and estimate it via a nonparametric local polynomial approach that consists of…

We introduce an exploratory study on Mutation Validation (MV), a model validation method using mutated training labels for supervised learning. MV mutates training data labels, retrains the model against the mutated data, then uses the…

Estimation of a treatment effect by a regression discontinuity design faces a severe challenge when the running variable contains measurement errors since the errors smoothen the discontinuity on which the identification depends. The…