The small sample properties of R2 in a misspecified regression model with stochastic regressors
โ Scribed by Gaminie Meepagala
- Book ID
- 116101509
- Publisher
- Elsevier Science
- Year
- 1992
- Tongue
- English
- Weight
- 361 KB
- Volume
- 40
- Category
- Article
- ISSN
- 0165-1765
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The paper deeh with the effects of incorrectly omitted regreesor variables in a parametric proportional hazard regremion model. By studying condition8 for equality between the eetirnetorn of oorrect end incorrect models i t is demonstrated analytically that euoh canes are not to be expected in pract
Suppose \(Y\) has a linear regression on \(X_{1}, X_{2}\), but observations are only available on \(\left(Y, X_{1}\right)\). If large scale data on \(\left(X_{1}, X_{2}\right)\) are available, which do not include \(Y\), and if the regression of \(X_{2}\), given \(X_{1}\), is nonlinear, then one may