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Re: st: Reset test


From   Robert A Yaffee <bob.yaffee@nyu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Reset test
Date   Fri, 11 Sep 2009 21:09:23 +0100

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 <mw217@cam.ac.uk>
Date: Friday, September 11, 2009 8:50 pm
Subject: st: Reset test
To: statalist@hsphsun2.harvard.edu


> 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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