<< reliability Econometric tests and diagnostics reset0 >>

Grocer >> Econometric tests and diagnostics > reset

reset

Ramsey RESET test

CALLING SEQUENCE

[resulres]=reset(resul1,power,np)

PARAMETERS

Input

* resul1 = results tlist from a first stage estimation

* power = degree of non linearity

* np = 'noprint' if the user does not want to print the results

 

Output

* resulres = results tlist with:

  - resulres('meth') = 'reset'

  - resulres('resul1st') = resul1

  - resulres('f') = fstat

  - resulres('p') = p

  - resulres('df') = df

  - resulres('f_pvalue')=f_pvalue

DESCRIPTION

Computes Ramsey (1969) RESET test for non linearity of power 2 to p (see Ramsay (1969) :"Tests for specification errors in classical linear least-squares regression analysis", Journal of the Royal Statistical Society, Series B, 2, 350-371). Results are stored in a tlist and displayed on screen if the user has not given as second argument 'noprint'.

EXAMPLE

load(GROCERDIR+'/data/bdhenderic.dat');
bounds('1964q3','1989q2');
rols=ols('delts(lm1-lp)','delts(lp)','delts(lagts(1,lm1-lp-ly))','rnet', 'lagts(1,lm1-lp-ly)', 'const');
reset(rols,2)
 
// The example provides RESET test for Hendry and Ericsson equation # 6, whose results have been stored in tlist rols.

AUTHOR

Eric Dubois 2002

Report an issue
<< reliability Econometric tests and diagnostics reset0 >>