IDEAS home Printed from https://ideas.repec.org/h/spr/sprchp/978-3-030-52063-2_12.html
   My bibliography  Save this book chapter

Model Misspecification

In: Linear Model Theory

Author

Listed:
  • Dale L. Zimmerman

    (University of Iowa, Department of Statistics and Actuarial Science)

Abstract

Beginning in Chap. 7 , we derived least squares estimators of estimable functions and estimators of residual variance corresponding to several linear models, and we derived various sampling properties of those estimators. With few exceptions, the sampling properties were derived under the same models that the estimators were derived. For example, it was established (in Theorems 7.2.1 and 7.2.2 ) that the ordinary least squares estimator of an estimable function c Tβ in a Gauss–Markov model with model matrix X is unbiased and has variance σ 2c T(X TX)−c under that model. What happens to these properties of the ordinary least squares estimator if the model is incorrectly specified? Answering this question and others like it is the primary objective of this chapter.

Suggested Citation

  • Dale L. Zimmerman, 2020. "Model Misspecification," Springer Books, in: Linear Model Theory, chapter 12, pages 279-300, Springer.
    • Handle: RePEc:spr:sprchp:978-3-030-52063-2_12
    DOI: 10.1007/978-3-030-52063-2_12
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a
    for a similarly titled item that would be available.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:sprchp:978-3-030-52063-2_12. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.