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REGRESET: RATS procedure to perform Ramsey RESET test on regression

Author

Listed:
  • Tom Doan

    (Estima)

Programming Language

RATS

Abstract

RegRESET is a regression post-processor which performs Ramsey's RESET test. Use this after running a linear regression to test the specification of that regression. Ramsey(1969): "Tests for specification errors in classical Least-Squares Regression Analysis," JRSS-B, vol 32, 350-371. Lee, White and Granger(1992), "Testing for Neglected Non-linearities in Time Series Models," J. of Econometrics, vol 56, 269-290.

Suggested Citation

  • Tom Doan, "undated". "REGRESET: RATS procedure to perform Ramsey RESET test on regression," Statistical Software Components RTS00181, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:rts00181
    Note: RPF and SRC files are plain text. See https://www.estima.com/ratsfiletypes.shtml
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    File URL: https://www.estima.com/procs_perl/regreset.src
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