El-Said, D. (2009). The density functions analysis of and in misspecified linear regression models. test, 3(3), 185-196. doi: 10.21608/sjcs.2009.223998
Dr. Mahmoud Farouk El-Said. "The density functions analysis of and in misspecified linear regression models". test, 3, 3, 2009, 185-196. doi: 10.21608/sjcs.2009.223998
El-Said, D. (2009). 'The density functions analysis of and in misspecified linear regression models', test, 3(3), pp. 185-196. doi: 10.21608/sjcs.2009.223998
El-Said, D. The density functions analysis of and in misspecified linear regression models. test, 2009; 3(3): 185-196. doi: 10.21608/sjcs.2009.223998

The density functions analysis of and in misspecified linear regression models

مجلة الشروق للعلوم التجارية
Volume 3, Issue 3, 2009, Pages 185-196    PDF (560.97 K)
Document Type: المقالة الأصلية
DOI: 10.21608/sjcs.2009.223998
Author
Dr. Mahmoud Farouk El-Said
Abstract
In this paper, we analyze the density functions of and the adjusted ( ) when there are two types of misspecification. The first is exclusion of relevant variables and the other is inclusion of irrelevant variables. It is shown numerically that both  and tends to underestimate when there are omitted variables, and both tend to overestimate when there are irrelevant variables.
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