[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]
st: -ivreset- available on SSC-IDEAS
Thanks to Kit Baum, -ivreset- is available on SSC-IDEAS.
-ivreset- performs various flavors of Ramsey's regression error
specification test (RESET) as adapted by Pesaran and Taylor (1999)
and Pagan and Hall (1983) for instrumental variables (IV) estimation.
The RESET test is sometimes called an "omitted variables test" but
probably is best interpreted as a test of neglected nonlinearities in
the choice of functional form. P-T and P-H devised forms of the
RESET test that can be used for equations estimated by IV or GMM.
-ivreset- can also be used after OLS or HOLS regression with -regress-
or -ivreg2-; in these cases, a standard Ramsey RESET test is reported
but with options for the user that are not available with Stata's
Stata 8 is required.
Prof. Mark E. Schaffer
Centre for Economic Reform and Transformation
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS UK
44-131-451-3485 CERT administrator
* For searches and help try: