Doubly misspecified models

  title={Doubly misspecified models},
  author={Nan Xuan Lin and Jian Qing Shi and Robin Henderson},
Estimation bias arising from local model uncertainty and incomplete data has been studied by Copas & Eguchi (2005) under the assumption of a correctly specified marginal model. We extend the approach to allow additional local uncertainty in the assumed marginal model, arguing that this is almost unavoidable for nonlinear problems. We present a general bias analysis and sensitivity procedure for such doubly misspecified models and illustrate the breadth of application through three examples… CONTINUE READING
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