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

From |
Robert A Yaffee <bob.yaffee@nyu.edu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: RE: st: Reset test |

Date |
Sat, 12 Sep 2009 01:22:35 +0100 |

Mark, I think Melvin is correct. The question is whether any of the higher order effects (than the ones you modeled) is significant. If it is, then there is specification error in the power of the estimated dependent. Best, 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: "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk> Date: Friday, September 11, 2009 10:02 pm Subject: RE: st: Reset test To: statalist@hsphsun2.harvard.edu > 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/ * * 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/

**References**:**st: Reset test***From:*Melvyn Weeks <mw217@cam.ac.uk>

**Re: st: Reset test***From:*Robert A Yaffee <bob.yaffee@nyu.edu>

**RE: st: Reset test***From:*"Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>

- Prev by Date:
**Re: st: latex sidewaystable with estout?** - Next by Date:
**Re: st: Help with mathematical operation** - Previous by thread:
**RE: st: Reset test** - Next by thread:
**Re: st: Reset test** - Index(es):

© Copyright 1996–2016 StataCorp LP | Terms of use | Privacy | Contact us | What's new | Site index |