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)
  • 발행 : 1980.12.01

초록

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.

키워드

참고문헌

  1. An introduction to multivariate statistical analysis Anderson,T.W.
  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.