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RE: st: Reset test
Bob,
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of
> Robert A Yaffee
> Sent: 11 September 2009 21:09
> To: [email protected]
> Subject: Re: st: Reset test
>
> 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.
Mel's question is different, and interesting. He's saying that he can
get very different results for his RESET test depending on the order of
the polynomial used. (Self-plug: you can't control the order of
polynomial used in Stata's -ovtest- but you can in -ivreset-.)
The questions are, how to interpret this, and is there any literature on
it? I don't know the answers to either question, and I'd also be
interested to hear from someone who does.
Cheers,
Mark
> 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:
> > * http://www.stata.com/help.cgi?search
> > * http://www.stata.com/support/statalist/faq
> > * http://www.ats.ucla.edu/stat/stata/
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
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