How effective are the reset tests for omitted variables

DOI10.1080/03610920008832521MaRDI QIDQ4550607zbMATH OpenOpenAlexFDO

Authors Siu Fai Leung, Shihti Yu

Publication date 26 August 2002

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920008832521

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Diagnostics, and linear inference and regression (62J20) Monte Carlo methods (65C05)

Recommendations

• scientific article; zbMATH DE number 1910682
• The robustness of the RESET test to non-normal error terms
• Alternative approaches to testing by variable addition
• The effect of fat-tailed error terms on the properties of systemwise RESET test
• Omitted variable tests and dynamic specification. An application to demand homogeneity

Cites work

• A Comparison of Several Specification Error Tests for a General Alternative
• A Monte Carlo Study of Some Small Sample Properties of Tests for Specification Error
• Differencing as a Test of Specification
• Maximum Likelihood Estimation of Misspecified Models
• Misspecification tests and their uses in econometrics
• Some Further Results on the Use of OLS and BLUS Residuals in Specification Error Tests
• Some Properties of Tests for Specification Error in a Linear Regression Model
• The Sensitivity of Some General Checks to Omitted Variables in the Linear Model

Cited in

(4)

• scientific article; zbMATH DE number 1910682 (Why is no real title available?)
• The robustness of the RESET test to non-normal error terms
• Beta regression misspecification tests
• APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001

This page was built for publication: How effective are the reset tests for omitted variables

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4550607)