# Regression specification error test

##### *2020-02-21 05:43*

How can the answer be improved?The RESET test is a popular diagnostic for correctness of functional form. The basic assumption is that under the alternative the model can be written in the form yX beta Z gamma. Z is generated by taking powers either of the fitted response, the regressor variables, or the first principal component of X. regression specification error test

nlcom point estimates, standard errors, testing, and inference for nonlinear combinations of coefcients predict predictions, residuals, inuence statistics, and other diagnostic measures Regression Diagnostics, was a very valuable contribution to the statistical literature, but it unleashed