Misspecification Analysis and Errors in Variables

  • Phoebus J. Dhrymes


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.


Characteristic Vector Mean Square Error Positive Semidefinite Ridge Regression Probability Limit 
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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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