misspecified
Incorrectly specified

Wikipedia foundation.

Look at other dictionaries:

  • misspecified — adj. * * * …   Universalium

  • misspecified — adj …   Useful english dictionary

  • Econometrics — Economics …   Wikipedia

  • Maximum likelihood — In statistics, maximum likelihood estimation (MLE) is a method of estimating the parameters of a statistical model. When applied to a data set and given a statistical model, maximum likelihood estimation provides estimates for the model s… …   Wikipedia

  • Kalman filter — Roles of the variables in the Kalman filter. (Larger image here) In statistics, the Kalman filter is a mathematical method named after Rudolf E. Kálmán. Its purpose is to use measurements observed over time, containing noise (random variations)… …   Wikipedia

  • Henryk Grossman — alternative spelling Henryk Grossmann (April 14 1881 November 24 1950), was a Polish German economist and historian of Jewish descent. Grossman was born in Kraków and studied law and economics in Kraków and Vienna. In 1925 he joined the Institute …   Wikipedia

  • Specification (regression) — In regression analysis and related fields such as econometrics, specification is the process of converting a theory into a regression model. This process consists of selecting an appropriate functional form for the model and choosing which… …   Wikipedia

  • Quasi-maximum likelihood — A quasi maximum likelihood estimate (QMLE, also known as a pseudo likelihood estimate or a composite likelihood estimate ) is an estimate of a parameter θ in a statistical model that is formed by maximizing a function that is related to the… …   Wikipedia

Share the article and excerpts

Direct link
Do a right-click on the link above
and select “Copy Link”