For ridge regression the degrees of freedom are commonly calculated by the trace of the matrix that transforms the vector of observations on the dependent variable into the ridge regression estimate of its expected value. For a fixed ridge parameter this is unobjectionable. When the ridge...

Maximum likelihood estimation of misspecified dynamic models -- The geometry of model selection in regression -- Misspecification and the choice of estimators, a heuristic approach -- Discrete normal linear regression models -- Specification in simultaneous linear equations models: the relation...

In this book problems related to the choice of models in such diverse fields as regression, covariance structure, time series analysis and multinomial experiments are discussed. The emphasis is on the statistical implications for model assessment when the assessment is done with the same data...