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st: RESET with fixed effects

From   Bruno Rocha <>
To   statalist <>
Subject   st: RESET with fixed effects
Date   Wed, 14 Sep 2011 17:31:54 +0100

Dear statalisters, hello,

I have implemented a panel FE model and I would like to implement a
RESET test to see if the linear specification of the model is correct.
However I don't know whether I should include the country and year
fixed effects in the fitted values computed from the original
equation. Here
it is suggested that data should be demeaned and then perform the

Would it be wrong to compute the squared fitted values using the FE? A
possible objection arises from the fact that the coefficients of
country dummies are in principle inconsistent (as T is only 8 and

Many thanks for your attention,
Best regards
Bruno Rocha
(Phd student -- University of Essex)
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