Grocer Function
NAME
reset0 - Ramsey RESET test
CALLING SEQUENCE
[f,f_pvalue]=reset0(r,npow,np)
PARAMETERS
Input
-
r = the first stage regression tlist result
-
npow = degree of non linearity
Output
- f = value of the Goldfeld-Quandt F test
- f_pvalue = its p-value
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, n°2, 350-371). Results are given only in constant form and not printed.
EXAMPLE
[fstat,f_pvalue]=reset0(resul1,power)
This example is taken from function reset. Useful mainly for programming purpose (since reset does much more).
AUTHOR
Eric Dubois 2002