-------------------------------------------------------------------------------
help: reset                                                        dialog: rese
> t
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        +-------+
    ----+ Title +------------------------------------------------------------

 reset: REgression Specification Error Tests

        +--------+
    ----+ Syntax +-----------------------------------------------------------

    reset depvar indepvars [if] [in] [weight] , noconstant vce(vcetype)
 

        +---------+
    ----+ Options +----------------------------------------------------------


      noconstant   suppress constant term

      vce(vcetype) vcetype may be ols, robust, cluster clustvar, bootstrap,
                     jackknife, hc2, or hc3

        +-------------+
    ----+ Description +------------------------------------------------------

  reset calculates specification tests in regression analysis.

  reset can calculate 3 Specification Tests.

   1- Ramsey Specification ResetF Test

   2- DeBenedictis-Giles Specification ResetL Test

   3- DeBenedictis-Giles Specification ResetS Test

  reset can calculate Functional Form White LM Test.


        +---------------+
    ----+ Saved Results +----------------------------------------------------

  reset saves the following results in r():

Scalars
   r(resetf1)        Ramsey Specification ResetF1 Test
   r(resetf1p)       Ramsey Specification ResetF1 Test P-Value
   r(resetf2)        Ramsey Specification ResetF2 Test
   r(resetf2p)       Ramsey Specification ResetF2 Test P-Value
   r(resetf3)        Ramsey Specification ResetF3 Test
   r(resetf3p)       Ramsey Specification ResetF3 Test P-Value

   r(resetl1)        DeBenedictis-Giles Specification ResetL1 Test
   r(resetl1p)       DeBenedictis-Giles Specification ResetL1 Test P-Value
   r(resetl2)        DeBenedictis-Giles Specification ResetL2 Test
   r(resetl2p)       DeBenedictis-Giles Specification ResetL2 Test P-Value
   r(resetl3)        DeBenedictis-Giles Specification ResetL3 Test
   r(resetl3p)       DeBenedictis-Giles Specification ResetL3 Test P-Value

   r(resets1)        DeBenedictis-Giles Specification ResetS1 Test
   r(resets1p)       DeBenedictis-Giles Specification ResetS1 Test P-Value
   r(resets2)        DeBenedictis-Giles Specification ResetS2 Test
   r(resets2p)       DeBenedictis-Giles Specification ResetS2 Test P-Value
   r(resets3)        DeBenedictis-Giles Specification ResetS3 Test
   r(resets3p)       DeBenedictis-Giles Specification ResetS3 Test P-Value

   r(lmw)            Functional Form White LM Test
   r(lmwp)           Functional Form White LM Test P-Value


        +----------+
    ----+ Examples +---------------------------------------------------------

        clear all

        sysuse reset.dta, clear

        reset y x1 x2

        return list


======================================================
* REgression Specification Error Tests (RESET)       *
* Ho: Model is Specified - Ha: Model is Misspecified *
======================================================
==================================================
* Ramsey Specification ResetF Test               *
==================================================
* Ramsey RESETF1 Test: Y= X Yh2         =  11.787  P-Value > F(1, 13)  0.0044
* Ramsey RESETF2 Test: Y= X Yh2 Yh3     =   5.488  P-Value > F(2, 12)  0.0203
* Ramsey RESETF3 Test: Y= X Yh2 Yh3 Yh4 =   3.604  P-Value > F(3, 11)  0.0494
==================================================
* DeBenedictis-Giles Specification ResetL Test   *
==================================================
* Debenedictis-Giles ResetL1 Test       =   3.873  P-Value > F(2, 12)  0.0504
* Debenedictis-Giles ResetL2 Test       =   1.919  P-Value > F(4, 10)  0.1838
* Debenedictis-Giles ResetL3 Test       =   1.052  P-Value > F(6, 8)   0.4598
==================================================
* DeBenedictis-Giles Specification ResetS Test   *
==================================================
* Debenedictis-Giles ResetS1 Test       =   2.020  P-Value > F(2, 12)  0.1753
* Debenedictis-Giles ResetS2 Test       =   0.886  P-Value > F(4, 10)  0.5067
* Debenedictis-Giles ResetS3 Test       =   2.437  P-Value > F(6, 8)   0.1215
==================================================
* Functional Form White LM Test         =  16.991  P-Value > Chi2(3)   0.0007


        +------------+
    ----+ References +-------------------------------------------------------

    DeBenedictis, L. F., Giles D. E. A. (1998) "Diagnostic Testing in
        Econometrics: Variable Addition, RESET and Fourier Approximations",
        In: A. Ullah and D. E. A. Giles (Eds.), Handbook of Applied Economic
        Statistics. Marcel Dekker, New York; 383-417.

    Ramsey, J. B. (1969) "Tests for Specification Errors in Classical Linear
        Least-Squares Regression Analysis", Journal of the Royal Statistical
        Society, Series B 31; 350-371.


        +--------+
    ----+ Author +-----------------------------------------------------------

  Emad Abd Elmessih Shehata
  Assistant Professor
  Agricultural Research Center - Agricultural Economics Research Institute - Eg
> ypt
  Email:   emadstat@hotmail.com
  WebPage:                http://emadstat.110mb.com/stata.htm
  WebPage at IDEAS:       http://ideas.repec.org/f/psh494.html
  WebPage at EconPapers:  http://econpapers.repec.org/RAS/psh494.htm


        +----------------+
    ----+ reset Citation +---------------------------------------------------

    Shehata, Emad Abd Elmessih (2011)
    RESET: "Stata Module to Calculate REgression Specification Error Tests"

        http://econpapers.repec.org/software/bocbocode/s457333.htm

        http://ideas.repec.org/c/boc/bocode/s457333.html


Also see

    Online: regress postestimation##estatovt, ramsey (if installed).