Hi Community,
Could you please assist me with syntax for testing:
1) functional form misspecification using the RESET test.
2)Davidson-MacKinnon test
thanks in advance
Please be more specific. What do you mean by the Davidson-MacKinnon test? The SAS/ETS User's Guide mentions D&M with respect to testing for heteroscedasticity. There is an old example that mentions D&M for testing non-nested time-series regression models. Please provide more details or a reference.
Ramsey's reset test is available by using the RESET option on the MODEL statement in PROC AUTOREG.
Thank you Rick_SAS for a prompt response. I am looking for a code using the Davidson-MacKinnon test, test to see which (if any) of the alternative models in (1) or (2) is best. But for cross sectional data
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