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The Effects of Misspecification of a Regression Model
Biometrical Journal, 1987AbstractThe 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.
Nagelkerke, N. J. D. +2 more
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On measuring sensitivity to parametric model misspecification
Journal of the Royal Statistical Society Series B: Statistical Methodology, 2001 Summary In settings where parametric inference is inconsistent under model misspecification, the discrepancy between correct and misspecified inferences is compared with the discrepancy between correct and misspecified models. To make the comparison tractable, large sample and small misspecification approximations are employed. The ratio
Paul Gustafson
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The Misspecification of Arma Models
Statistica Neerlandica, 1989The object of this paper is to assess the effects of fitting a model of the wrong order to a time series which is generated by an autoregressive moving–average process. The method is to examine the spectral density functions which are indicated by the probability limits of the least–squares estimators of the misspecified models.
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Dynamic Learning and Pricing with Model Misspecification [PDF]
Management Science, 2019 We study a multiperiod dynamic pricing problem with contextual information, where the seller uses a misspecified demand model. The seller sequentially observes past demand, updates model parameters, and then chooses the price for the next period based on time-varying features.
He Wang, Mila Nambiar, David Simchi-Levi
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Position Estimation under Model Misspecification
2017 IEEE 86th Vehicular Technology Conference (VTC-Fall), 2017When time-based radio range measurements between network nodes are perturbed by a line-of-sight blocking obstacle, position estimation accuracy degrades significantly. The perturbation is caused by multipath propagation or excess delays since waves travel at slower speed while piercing the obstacles.
Mendrzik, Rico, Bauch, Gerhard
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Diagnostics of model misspecification
1996In section 1.2, we denoted the true regression relationship between Y and x by µ(x), and we noted that µ(x) is generally unknown, although in practice it is approximated by a parametric function f (x, θ). Because we use this f to make some statistical inferences, however, we must be able to determine whether or not our choice of f is accurate.
Sylvie Huet +3 more
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Testing for Misspecification in Models of Spatial Flows [PDF]
Environment and Planning A: Economy and Space, 1987 Methods of assessing model fit for models of spatial flows frequently do not take account of spatial structure. A nonparametric test, based on the signs of the residuals from a fit, is presented for detecting patterns in the residuals. It can be thought of as a general test of misspecification that can allow for spatial structure effects.
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Model misspecification in Data Envelopment Analysis
Annals of Operations Research, 1997zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Model misspecification in proportional hazards regression
Biometrika, 1995Summary: The proportional hazards model is frequently used to evaluate the effect of treatment on failure time events in randomised clinical trials. Concomitant variables are usually available and may be considered for use in the primary analyses under the assumption that incorporating them may reduce bias or improve efficiency.
Anderson, Garnet L., Fleming, Thomas R.
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Model Misspecification and Multipoint Linkage Analysis
Human Heredity, 1992Pairwise linkage analysis is robust to genetic model misspecification provided dominance is correctly specified, the primary effect being inflation of the recombination fraction. By contrast, we show that multipoint analysis under misspecified models is not robust when a putative disease locus is placed between close flanking markers, with potentially ...
N, Risch, L, Giuffra
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