reset {lmtest} | R Documentation |
reset
performs the Ramsey's RESET-Test on any functional relation.
rest(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-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
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.
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. |
Torsten Hothorn <Torsten.Hothorn@rzmail.uni-erlangen.de> and Frederik von Ameln <vonameln@amadeus.statistik.uni-dortmund.de>
Kraemer, W., Sonnberger, H. (1986): The linear regression model under test