Grocer Function
NAME
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, n°2, 350-371). Results are stored in a tlist and displayed on screen if the user has not given as second argument 'noprint'.
EXAMPLE
reset(rols,2)
This example is taken from hendryericsson. The example provides RESET test for Hendry and Ericsson equation # 6, whose results have been stored in tlist rols.
AUTHOR
Eric Dubois 2002