

reset(lmtest)                                R Documentation

_R_e_s_e_t_-_T_e_s_t

_D_e_s_c_r_i_p_t_i_o_n_:

     `reset' performs the Ramsey's RESET-Test on any func-
     tional relation.

_U_s_a_g_e_:

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

_A_r_g_u_m_e_n_t_s_:

 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

_D_e_t_a_i_l_s_:

     RESET-Test is popular means of diagnostic for correct-
     ness of functional form. The basic assumption is that
     under the alternative, the model can be written by the
     regression eqn{ y = Xbeta + Zmma + u}{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.

_V_a_l_u_e_:

     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.

_A_u_t_h_o_r_(_s_)_:

     Torsten Hothorn <hothorn@amadeus.statistik.uni-dort-
     mund.de>

_R_e_f_e_r_e_n_c_e_s_:

     Kraemer, W., Sonnberger, H. (1986): The linear regres-
     sion model under test

_S_e_e _A_l_s_o_:

     `lm'

