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st: Reset test


From   Melvyn Weeks <mw217@cam.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   st: Reset test
Date   Fri, 11 Sep 2009 15:03:01 +0100

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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