{smcl}
{hline}
{cmd:help: {helpb reset}}{space 55} {cmd:dialog:} {bf:{dialog reset}}
{hline}

{bf:{err:{dlgtab:Title}}}

{bf: reset: REgression Specification Error Tests}

{bf:{err:{dlgtab:Syntax}}}

{p 4 8 6}
{opt reset} {depvar} {indepvars} {ifin} {weight} , {opt nocons:tant} {opth vce(vcetype)}{p_end} 

{bf:{err:{dlgtab:Options}}}
{p 2 10 2}

{synoptset 13 tabbed}{...}

{synopt :{opt nocons:tant}}suppress constant term{p_end}

{synopt :{opth vce(vcetype)}}{it:vcetype} may be {opt ols},
   {opt r:obust}, {opt cl:uster} {it:clustvar}, {opt boot:strap}, 
   {opt jack:knife}, {opt hc2}, or {opt hc3}{p_end}

{p2colreset}{...}
{bf:{err:{dlgtab:Description}}}

{p 2 2 2} {cmd:reset} calculates specification tests in regression analysis.{p_end}

{p 2 4 2}{cmd:reset} can calculate 3 Specification Tests.{p_end}

  {cmd: 1- Ramsey Specification ResetF Test}

  {cmd: 2- DeBenedictis-Giles Specification ResetL Test}

  {cmd: 3- DeBenedictis-Giles Specification ResetS Test}

{p 2 4 2}{cmd:reset} can calculate Functional Form White LM Test.{p_end}


{bf:{err:{dlgtab:Saved Results}}}

{p 2 4 2 }{cmd:reset} saves the following results in {cmd:r()}:

Scalars
{col 4}{cmd:r(resetf1)}{col 22}Ramsey Specification ResetF1 Test
{col 4}{cmd:r(resetf1p)}{col 22}Ramsey Specification ResetF1 Test P-Value
{col 4}{cmd:r(resetf2)}{col 22}Ramsey Specification ResetF2 Test
{col 4}{cmd:r(resetf2p)}{col 22}Ramsey Specification ResetF2 Test P-Value
{col 4}{cmd:r(resetf3)}{col 22}Ramsey Specification ResetF3 Test
{col 4}{cmd:r(resetf3p)}{col 22}Ramsey Specification ResetF3 Test P-Value

{col 4}{cmd:r(resetl1)}{col 22}DeBenedictis-Giles Specification ResetL1 Test
{col 4}{cmd:r(resetl1p)}{col 22}DeBenedictis-Giles Specification ResetL1 Test P-Value
{col 4}{cmd:r(resetl2)}{col 22}DeBenedictis-Giles Specification ResetL2 Test
{col 4}{cmd:r(resetl2p)}{col 22}DeBenedictis-Giles Specification ResetL2 Test P-Value
{col 4}{cmd:r(resetl3)}{col 22}DeBenedictis-Giles Specification ResetL3 Test
{col 4}{cmd:r(resetl3p)}{col 22}DeBenedictis-Giles Specification ResetL3 Test P-Value

{col 4}{cmd:r(resets1)}{col 22}DeBenedictis-Giles Specification ResetS1 Test
{col 4}{cmd:r(resets1p)}{col 22}DeBenedictis-Giles Specification ResetS1 Test P-Value
{col 4}{cmd:r(resets2)}{col 22}DeBenedictis-Giles Specification ResetS2 Test
{col 4}{cmd:r(resets2p)}{col 22}DeBenedictis-Giles Specification ResetS2 Test P-Value
{col 4}{cmd:r(resets3)}{col 22}DeBenedictis-Giles Specification ResetS3 Test
{col 4}{cmd:r(resets3p)}{col 22}DeBenedictis-Giles Specification ResetS3 Test P-Value

{col 4}{cmd:r(lmw)}{col 22}Functional Form White LM Test
{col 4}{cmd:r(lmwp)}{col 22}Functional Form White LM Test P-Value


{bf:{err:{dlgtab:Examples}}}

	{stata clear all}

	{stata sysuse reset.dta, clear}

	{stata reset y x1 x2}

	{stata 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


{bf:{err:{dlgtab:References}}}

{p 4 8 2}DeBenedictis, L. F., Giles D. E. A. (1998)
{cmd: "Diagnostic Testing in Econometrics: Variable Addition, RESET and Fourier Approximations",}
{it:In: A. Ullah and D. E. A. Giles (Eds.), Handbook of Applied Economic Statistics. Marcel Dekker, New York}; 383-417.

{p 4 8 2}Ramsey, J. B. (1969)
{cmd: "Tests for Specification Errors in Classical Linear Least-Squares Regression Analysis",}
{it: Journal of the Royal Statistical Society, Series B 31}; 350-371.


{bf:{err:{dlgtab:Author}}}

  {hi:Emad Abd Elmessih Shehata}
  {hi:Assistant Professor}
  {hi:Agricultural Research Center - Agricultural Economics Research Institute - Egypt}
  {hi:Email:   {browse "mailto:emadstat@hotmail.com":emadstat@hotmail.com}}
  {hi:WebPage:{col 27}{browse "http://emadstat.110mb.com/stata.htm"}}
  {hi:WebPage at IDEAS:{col 27}{browse "http://ideas.repec.org/f/psh494.html"}}
  {hi:WebPage at EconPapers:{col 27}{browse "http://econpapers.repec.org/RAS/psh494.htm"}}


{bf:{err:{dlgtab:reset Citation}}}

{phang}Shehata, Emad Abd Elmessih (2011){p_end}
{phang}{cmd:RESET: "Stata Module to Calculate REgression Specification Error Tests"}{p_end}

	{browse "http://econpapers.repec.org/software/bocbocode/s457333.htm"}

	{browse "http://ideas.repec.org/c/boc/bocode/s457333.html"}


{title:Also see}

{p 4 12 2}Online: {helpb regress postestimation##estatovt}, {helpb ramsey} (if installed).{p_end}


{psee}
{p_end}