clis (Q7369211)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
Conformal Local Influence Screening for Bounded-Response Regression
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | clis |
Conformal Local Influence Screening for Bounded-Response Regression |
Statements
Provides fast, statistically calibrated influence diagnostics for zero-or-one inflated beta (BIc) regression models with variable dispersion. The core idea is to use the conformal normal curvature of Poon and Poon (1999) <doi:10.1111/1467-9868.00162> as a non-conformity score within a split-conformal testing procedure, yielding per-observation conformal p-values whose Benjamini-Hochberg adjustment controls the false discovery rate at a user-specified level (Bates and others, 2023) <doi:10.1214/22-AOS2244>. Unlike classical local influence diagnostics, which rely on visual inspection of index plots and do not scale beyond a few hundred observations, 'clis' provides a finite-sample error guarantee and runs in linear time per observation after a single model fit. Methods for four perturbation schemes, block decomposition of influence into the inflation-probability and conditional-mean/precision components, penalised additive (semiparametric) submodels, and a full suite of diagnostic plots are included.
0 references
29 September 2026
0 references