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Re: RE: st: Reset test


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