Description Usage Arguments Value Author(s) References See Also Examples
View source: R/resettestFrontier.R
Generalized Ramsey's RESET test (REgression Specification Error Test) for misspecification of the functional form based on a Likelihood Ratio test.
1 | 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
1 2 3 4 5 6 7 8 9 | # 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 )
|
Loading required package: micEcon
If you have questions, suggestions, or comments regarding one of the 'micEcon' packages, please use a forum or 'tracker' at micEcon's R-Forge site:
https://r-forge.r-project.org/projects/micecon/
Loading required package: lmtest
Loading required package: zoo
Attaching package: 'zoo'
The following objects are masked from 'package:base':
as.Date, as.Date.numeric
Please cite the 'frontier' package as:
Tim Coelli and Arne Henningsen (2013). frontier: Stochastic Frontier Analysis. R package version 1.1. http://CRAN.R-Project.org/package=frontier.
If you have questions, suggestions, or comments regarding the 'frontier' package, please use a forum or 'tracker' at frontier's R-Forge site:
https://r-forge.r-project.org/projects/frontier/
Likelihood ratio test
Model 1: cobbDouglas
Model 2: cobbDouglas + fit^2 + fit^3
#Df LogLik Df Chisq Pr(>Chisq)
1 5 -17.027
2 7 -16.934 2 0.1856 0.9114
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