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.
El-Said, Dr. Mahmoud Farouk. (2009). The density functions analysis of and in misspecified linear regression models. مجلة الشروق للعلوم التجارية, 3(3), 185-196. doi: 10.21608/sjcs.2009.223998
MLA
Dr. Mahmoud Farouk El-Said. "The density functions analysis of and in misspecified linear regression models". مجلة الشروق للعلوم التجارية, 3, 3, 2009, 185-196. doi: 10.21608/sjcs.2009.223998
HARVARD
El-Said, Dr. Mahmoud Farouk. (2009). 'The density functions analysis of and in misspecified linear regression models', مجلة الشروق للعلوم التجارية, 3(3), pp. 185-196. doi: 10.21608/sjcs.2009.223998
VANCOUVER
El-Said, Dr. Mahmoud Farouk. The density functions analysis of and in misspecified linear regression models. مجلة الشروق للعلوم التجارية, 2009; 3(3): 185-196. doi: 10.21608/sjcs.2009.223998
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