Making correct statistical inferences using a wrong probability model

@inproceedings{Golden1995MakingCS,
  title={Making correct statistical inferences using a wrong probability model},
  author={Richard M. Golden},
  year={1995}
}
Abstract Large sample methods for estimating the variance of parameter estimates for hypothesis-testing purposes and statistical test for model selection when the statistical model is wrong (i.e., misspecified) are reviewed. A parallel distributed processing (PDP) statistical model for analyzing categorical time series data is then proposed, and a theorem establishing when the quasi-maximum likelihood estimates of the model are unique is stated and proved. Analysis of Golden et al.' s (1993, in… CONTINUE READING

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