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st: AW: ST: Ramsey test interpretation


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: AW: ST: Ramsey test interpretation
Date   Fri, 18 Sep 2009 14:57:31 +0200

<> 



In this case, Stata does state the null hypothesis. So if you are willing to
be wrong at least 2 out of 100 times while interpreting this test statistic,
reject the null (which does not necessarily mean acceptance of the
alternative). If you are only willing to be wrong 1 out of 100 times or
less, don`t. Bottom line: There is nothing specific about this test that
would distinguish it from any other test.



HTH
Martin


-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Laura Platchkov
Gesendet: Freitag, 18. September 2009 14:02
An: statalist@hsphsun2.harvard.edu
Betreff: st: ST: Ramsey test interpretation

Dear all, 

I am sorry to ask such a basic question, but I always have a doubt when
interpreting the results of the ovtest: 

I the output of the ovtest says: 

"Raymsey test using the powers of the fitted value of the dependent
Ho: model has no omiited variable 

F (3, 168) =3.43
Prob > F = 0.0169"

What should I conclude? Does the model suffers from ommitted variables or
not?

Thanks, 

Laura 

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