The Effects of Misspecification of a Regression Model

N. J D Nagelkerke, A. A M Hart, J. Oosting

Research output: Contribution to journalArticlepeer-review

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 languageEnglish
Pages (from-to)141-145
Number of pages5
JournalBiometrical Journal
Volume29
Issue number2
DOIs
Publication statusPublished - 1987
Externally publishedYes

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

Fingerprint

Dive into the research topics of 'The Effects of Misspecification of a Regression Model'. Together they form a unique fingerprint.

Cite this