The Effects of Misspecification of a Regression Model

DOI10.1002/BIMJ.4710290204MaRDI QIDQ3742530zbMATH OpenOpenAlexFDO

Authors Nico Nagelkerke, A. A. M. Hart, J. Oosting

Publication date 1987

Published in Biometrical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/bimj.4710290204

zbMATH Keywords

consistent estimationcovariance matrixlinear combination of covariatesmisspecificationproportional consistency theoremregression model

Mathematics Subject Classification ID

Linear inference, regression (62J99)

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• Some properties of inferences in misspecified linear models
• Some consequences of model misspecification for \(t\) testing in a structural equation
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• Local sensitivity analysis of model misspecification
• Regression, model misspecification and causation, with pedagogical demonstration
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