Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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Misspecification in Multivariate Regression

  • Shin, Min-Woong (Department of Mathematics, Hankuk University of Foreign Studies) ;
  • Park, Chi-Hoon (Department of Computer Science and Statistics, Seoul National University)
  • Published : 1980.12.01
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Abstract

Hocking, Rao, Rosenberg and Levy and Walls and Weeks have given some results for the misspecification in univariate regression model. We give similar results for a multivariate regression model.

Keywords

References

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  2. Multivariate statistical methods Donald F.Morrison
  3. Introduction to matrices with applications in statistics Graybill,F.A.
  4. Applied regression analysis Drapher,N.R.;Smith,H.
  5. Misspecification in regression v.28 Hocking,R.R.
  6. Biometrics v.32 The analysis and selection of variables in linear regression Hocking,R.R.
  7. Some Notes on Misspecificaiton in Multiple Regression v.25 Rao,P.
  8. Biometrics v.28 A characterization on Miss pecification in the General Linear Regression Model Rosenberg,S.H.;Levy,P.S.
  9. Applied multivariate analysis S.James Press
  10. A note on the variance of a predicted response in regression v.23 Walls,R.E.;Week,D.L.