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Misspecification Analysis and Errors in Variables

  • Phoebus J. Dhrymes
Chapter

Abstract

In previous discussion we have examined the standard form of the GLM and the consequences of violating assumptions pertaining to the i.i.d. properties of the error term and the rank of the data matrix X.

Keywords

Characteristic Vector Mean Square Error Positive Semidefinite Ridge Regression Probability Limit 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag New York Inc. 1978

Authors and Affiliations

  • Phoebus J. Dhrymes
    • 1
  1. 1.Department of EconomicsColumbia UniversityNew YorkUSA

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