Re: [Gretl-users] microecometric functional form test
I presume that you are using some form of weighted OLS to correct for
the sampling variation. You might consider adding powers of the
fitted variable to the list of regressors, reestimating the equation
using the same weighted OLS and then testing the significance of the
coefficients of the added powers of the fitted values.
This simply mimics the traditional Ramsey test. The manual states
that the reset command works after an ols command and I do not know
what it would do after the weighted OLS regression.
Best Regards
John
2011/7/28 Julio Acuña <neocell83(a)hotmail.com>:
I have a question regarding functional forma when working with
complex
surveys.
I'm trying to choose between linear and other funciontal forms and I'd like
to know
if it is possible to use Ramsey Reset test, makinnon's tests , etc . Or it
the inclusion of weights and clustered robust estimations limits its use/?
Thanks in advance!
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John C Frain
Economics Department
Trinity College Dublin
Dublin 2
Ireland
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