(a) Explain how the following confusions contribute to the neglect of misspecification (M-S) testing: empirical modeling vs....

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(a) Explain how the following confusions contribute to the neglect of misspecification

(M-S) testing: empirical modeling vs. curve fitting, statistical vs. substantive misspecification, the modeling vs. the inference facet.

(b) Explain the difference between parametric and non-parametric M-S testing.

(c) Explain why non-parametric M-S tests with low power have a role to play in establishing statistical adequacy.

(d) Explain why sole reliance on asymptotic sampling distributions does not secure the reliability of inference.

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Probability Theory And Statistical Inference

ISBN: 9781107185142

2nd Edition

Authors: Aris Spanos

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Question Posted: Aug 31, 2024 06:02 AM

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(a) Explain how the following confusions contribute to the neglect of misspecification (M-S) testing: empirical modeling vs....

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Probability Theory And Statistical Inference

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