Some Further Results on the Use of OLS and BLUS Residuals in Specification Error Tests
Journal of the American Statistical AssociationPublished 1 June 1976
James B. Ramsey, Peter Schmidt
Citations166
SJR quartileQ1
SJR score4.10
SNIP3.08
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Abstract
Abstract This paper considers the test RESET, which is a test for specification error in a linear regression model. It makes a modification in the test based on OLS residuals, and shows that the modified test is equivalent to a test based on BLUS residuals.
Keywords
MathematicsDecision Sciences
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