Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

RE: st: Reset test


From   "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Reset test
Date   Fri, 11 Sep 2009 21:56:15 +0100

Bob,

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu 
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of 
> Robert A Yaffee
> Sent: 11 September 2009 21:09
> To: statalist@hsphsun2.harvard.edu
> 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 <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.
> > 
> > *
> > *   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/
> 


-- 
Heriot-Watt University is a Scottish charity
registered under charity number SC000278.


*
*   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/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index