resettestFrontier {frontier} | R Documentation |
Generalized Ramsey's RESET test (REgression Specification Error Test) for misspecification of the functional form based on a Likelihood Ratio test.
resettestFrontier( object, power = 2:3 )
object |
a fitted model object of class |
power |
a vector indicating the powers of the fitted variables that should be included as additional explanatory variables. By default, the test is for quadratic or cubic influence of the fitted response. |
An object of class anova
as returned by lrtest.frontier
.
Arne Henningsen
Ramsey, J.B. (1969), Tests for Specification Error in Classical Linear Least Squares Regression Analysis. Journal of the Royal Statistical Society, Series B 31, 350-371.
sfa
, resettest
, and
lrtest.frontier
# load data set
data( front41Data )
# estimate a Cobb-Douglas production frontier
cobbDouglas <- sfa( log( output ) ~ log( capital ) + log( labour ),
data = front41Data )
# conduct the RESET test
resettestFrontier( cobbDouglas )