reset                 package: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 functional
     relation.

_U_s_a_g_e:

     rest(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 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.

_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 <Torsten.Hothorn@rzmail.uni-erlangen.de> and 
     Frederik von Ameln <vonameln@amadeus.statistik.uni-dortmund.de>

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

     Kraemer, W., Sonnberger, H. (1986): The linear regression model
     under test

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

     `lm'

