Melvyn,
Just use the
estat ovtest
after your regression command. It appears as if the
fourth power of the dv is used. You'll be able to tell from
the numerator in the associated F test.
Cheers,
Bob
Robert A. Yaffee, Ph.D.
Research Professor
Silver School of Social Work
New York University
Biosketch: http://homepages.nyu.edu/~ray1/Biosketch2009.pdf
CV: http://homepages.nyu.edu/~ray1/vita.pdf
----- Original Message -----
From: Melvyn Weeks <[email protected]>
Date: Friday, September 11, 2009 8:50 pm
Subject: st: Reset test
To: [email protected]
> 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.
>
> *
> * For searches and help try:
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> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
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