My understanding is that the RESET test in STATA has a default (and
fixed) setting based upon adding a 4th degree polynomial in predicted
values.
I can obviously specifiy the test myself.
However, I have noted that using either a robust or non-robust variant,
that inference can very much depend - especially in small samples - on
the order of the polynomial.
Does anyone have experience with this and is there any useful references
I should check out.
M.
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