raintest(formula, g, data=list())
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 |
reset
performs the Ramsey's RESET-Test on any functional relation.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."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. |
lm