Abstract
The consequences of the misspecification of a regression model are considered. For small effects of covariates a proportional consistency theorem is derived. The consistent estimation of the covariance matrix of the estimates is discussed.
Original language | English |
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Pages (from-to) | 141-145 |
Number of pages | 5 |
Journal | Biometrical Journal |
Volume | 29 |
Issue number | 2 |
DOIs | |
Publication status | Published - 1987 |
Externally published | Yes |
Keywords
- Consistency
- Covariance matrix
- Linear combination of covariates
- Maximum likelihood
- Misspecification of model
ASJC Scopus subject areas
- Statistics and Probability
- Medicine(all)
- Statistics, Probability and Uncertainty