lmtest (version 0.2-2)

reset: Reset-Test

Description

reset performs the Ramsey's RESET-Test on any functional relation.

Usage

rest(formula, g, data=list())

Arguments

formula

a symbolic describtion for the model to be tested

g

an integer indicating the number of regressors in model under H0

data

an optional data frame containing the variables in the model. By default the variables are taken from the environment which 'reset' is called from

Value

• A list with class "htest" containing the following components:
• statistic
  the value of the test statistic.
• p.value
  the p-value of the test.
• method
  a character string indicating what type of test was performed.
• data.name
  a character string giving the name(s) of the data.

Details

RESET-Test is popular means of diagnostic for correctness of functional form. The basic assumption is that under the alternative, the model can be written by the regression $y = X\beta + Z\gamma + u$ g is the number of regressors in X. Ramsey's RESET is equivalent to the standard F-Test. The test statistic under $H_0$ follows a F distribution with df1 and df2 degree of freedom.

References

Kraemer, W., Sonnberger, H. (1986): The linear regression model under test

See Also

lm

Examples

x <- c(1:30)
z <- x^2
M <- cbind(x,z)
y <- M + rnorm(30,0,2)
formular <- y ~ M
rain <- reset(formular,1)