Misspecification Analysis and Errors in Variables

  • Phoebus 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.


  1. 149.
    Guerard Jr., J. B., & Horton, R. L. (1984a). The management f executive compensation in large, dynamic firms: A ridge regression estimation. Communications is Statistics, 13, 183–190.CrossRefGoogle Scholar
  2. 150.
    Guerard Jr., J. B., & Horton, R. L. (1984b). The management f executive compensation in large, dynamic firms: A further look. Communications is Statistics, 13, 441–448.Google Scholar
  3. 188.
    Hoerl, A. E., & Kennard, R. W. (1970b). Ridge regression: Applications to non-orthogonal problems. Technometrics, 12, 69–82.CrossRefGoogle Scholar
  4. 189.
    Holt, C. C. (1957). Forecasting trends and seasonals by exponentially weighted averages, Carnegie Institute of Technology, Pittsburgh Office of Naval Research memorandum no. 52.Google Scholar
  5. 241.
    Marquardt, D. W. (1970). Generalized inverses, ridge regression, biased linear and nonlinear estimation. Technometrics, 12, 591–612.CrossRefGoogle Scholar
  6. 244.
    McDonald, G. C., & Galarneau, D. I. (1973). A Monte Carlo evaluation of some ridge-type estimators. In General motors research laboratory report, GMR-1322-B. Michigan: Marven.Google Scholar
  7. 258.
    Newhouse, J. P., & Oman, S. D. (1971). “An evaluation of ridge estimators” report no. R-716-PR. California: Rand Corporation, Santa Monica.Google Scholar
  8. 319.
    Vinod, H. D. (1978). A survey of ridge regression and related techniques for improvements over ordinary least squares. Review of Economics and Statistics, 60, 121–131.CrossRefGoogle Scholar
  9. 321.
    Wald, A. (1940). The fitting of straight lines if both variables are subject to error. Annals of Mathematical Statistics, 11, 284–300.CrossRefGoogle Scholar

Copyright information

© Springer International Publishing AG 2017

Authors and Affiliations

  • Phoebus Dhrymes
    • 1
  1. 1.New YorkUSA

Personalised recommendations