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st: transformation of variables
From
[email protected]
To
[email protected]
Subject
st: transformation of variables
Date
Sat, 04 Jun 2011 09:26:03 +0200
Hi,
I am running a regression model and the Rampsey Reset Test tells me
that my model is not correctly specified.
I am guessing that there might be a non-linear relation between my
dependent variable and some of my independant variables. Since my
model is too big I cannot use graphs to find the "right" relation or
transformation for my variables.
Is there any way that I can use the ladder-command to get a suggestion
from stata how to transform my variables in order to meet the
linearity assumption?
Or do I just have to try all the possible transformations and re-run
the regression and the Reset-Test?
Thanks a lot & Best Regards,
Cornelia Haag
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