L S <[email protected]> :
Why not run a regression with a large number of equally-spaced
dummies, and see if the increments are constant across all dummies
(with a hyp test)? You can also use the Ramsey (1969) test (help
estat overid) as a test of linearity.
On Wed, Dec 2, 2009 at 1:55 PM, L S <[email protected]> wrote:
> The goal in doing this is actually not a regression discontinuity
> design, but rather to see whether actual data seems to fall along a
> line, which is predicted by theory. That is, I want to plot actual
> data against a theoretical prediction, plotting the actual data using
> a flexible functional form, and plotting a 95% confidence intervals.
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