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223998

The density functions analysis of and in misspecified linear regression models

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Last updated: 29 Dec 2024

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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.

DOI

10.21608/sjcs.2009.223998

Authors

First Name

Dr. Mahmoud Farouk

Last Name

El-Said

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Volume

3

Article Issue

3

Related Issue

32070

Issue Date

2009-06-01

Receive Date

2022-03-10

Publish Date

2009-06-01

Page Start

185

Page End

196

Print ISSN

1687-8523

Online ISSN

2682-356X

Link

https://sjcs.journals.ekb.eg/article_223998.html

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https://sjcs.journals.ekb.eg/service?article_code=223998

Order

223,998

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المقالة الأصلية

Type Code

2,291

Publication Type

Journal

Publication Title

مجلة الشروق للعلوم التجارية

Publication Link

https://sjcs.journals.ekb.eg/

MainTitle

The density functions analysis of and in misspecified linear regression models

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Article

Created At

23 Jan 2023