The Effects of Misspecification of a Regression Model

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

doi:10.1002/bimj.4710290204

The Effects of Misspecification of a Regression Model

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

Research output: Contribution to journal › Article › peer-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 language	English
Pages (from-to)	141-145
Number of pages	5
Journal	Biometrical Journal
Volume	29
Issue number	2
DOIs	https://doi.org/10.1002/bimj.4710290204
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
Statistics, Probability and Uncertainty

Access to Document

10.1002/bimj.4710290204

Cite this

@article{858354a59d5448cd9f77b6a406c03dd0,

title = "The Effects of Misspecification of a Regression Model",

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.",

keywords = "Consistency, Covariance matrix, Linear combination of covariates, Maximum likelihood, Misspecification of model",

author = "Nagelkerke, {N. J.D.} and Hart, {A. A.M.} and J. Oosting",

year = "1987",

doi = "10.1002/bimj.4710290204",

language = "English",

volume = "29",

pages = "141--145",

journal = "Biometrical Journal",

issn = "0323-3847",

publisher = "Wiley-VCH Verlag",

number = "2",

}

TY - JOUR

T1 - The Effects of Misspecification of a Regression Model

AU - Nagelkerke, N. J.D.

AU - Hart, A. A.M.

AU - Oosting, J.

PY - 1987

Y1 - 1987

N2 - 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.

AB - 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.

KW - Consistency

KW - Covariance matrix

KW - Linear combination of covariates

KW - Maximum likelihood

KW - Misspecification of model

UR - http://www.scopus.com/inward/record.url?scp=84981993586&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=84981993586&partnerID=8YFLogxK

U2 - 10.1002/bimj.4710290204

DO - 10.1002/bimj.4710290204

M3 - Article

AN - SCOPUS:84981993586

SN - 0323-3847

VL - 29

SP - 141

EP - 145

JO - Biometrical Journal

JF - Biometrical Journal

IS - 2

ER -

The Effects of Misspecification of a Regression Model

Abstract

Keywords

ASJC Scopus subject areas

Access to Document

Other files and links

Fingerprint

Cite this