MEANING
A mismatch between a statistical model and the process or relationships that generated the data.
Use it for
Name a flaw in the model’s structure or assumptions.Use to explain why estimated relationships may be unreliable because a model’s structure is wrong.
Words that belong together
- test for model misspecification
- consequences of misspecification
- model misspecification test
On the page
A straight-line model showed misspecification when the residuals curved systematically.
Nearby words
Word forms
- Base
- model misspecification
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Usage notes
Possible causes include omitted relevant variables, an incorrect functional form, or unsuitable distributional assumptions; it is not simply imprecise estimation.
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