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On the use of the RESET test in microeconometric models

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  • Simon Peters

Abstract

The letter notes that a generalized RESET test can be employed as a test for misspecification in a variety of parametric and semi-parametric micro-econometric models. The test's performance is illustrated using three models commonly used in labour supply studies: the linear, censored (Tobit), and duration (Weibull) regression models. All are estimated by fully parametric (maximum likelihood) and semiparametric methods. Comments are provided on the finite sample performance of the test.

Suggested Citation

  • Simon Peters, 2000. "On the use of the RESET test in microeconometric models," Applied Economics Letters, Taylor & Francis Journals, vol. 7(6), pages 361-365.
  • Handle: RePEc:taf:apeclt:v:7:y:2000:i:6:p:361-365
    DOI: 10.1080/135048500351285
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    References listed on IDEAS

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    1. Blackaby, David H, et al, 1997. "The Distribution of Male and Female Earnings 1973-91: Evidence for Britain," Oxford Economic Papers, Oxford University Press, vol. 49(2), pages 256-272, April.
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    Cited by:

    1. Angel López Nicolás, 2002. "How important are tobacco prices in the propensity to start and quit smoking? An analysis of smoking histories from the Spanish National Health Survey," Health Economics, John Wiley & Sons, Ltd., vol. 11(6), pages 521-535.
    2. Hong, Seung Hyun & Phillips, Peter C. B., 2010. "Testing Linearity in Cointegrating Relations With an Application to Purchasing Power Parity," Journal of Business & Economic Statistics, American Statistical Association, vol. 28(1), pages 96-114.
    3. Litchfield, Julie & Reilly, Barry & Veneziani, Mario, 2012. "An analysis of life satisfaction in Albania: An heteroscedastic ordered probit model approach," Journal of Economic Behavior & Organization, Elsevier, vol. 81(3), pages 731-741.
    4. Samer Al-Samarrai & Barry Reilly, 2005. "Education, Employment and Earnings of Secondary School-Leavers in Tanzania: Evidence from a Tracer Study," PRUS Working Papers 31, Poverty Research Unit at Sussex, University of Sussex.
    5. Boriss Siliverstovs & Dieter Schumacher, 2009. "Estimating gravity equations: to log or not to log?," Empirical Economics, Springer, vol. 36(3), pages 645-669, June.
    6. Chang, Chun-Ping & Lee, Chien-Chiang & Hsieh, Meng-Chi, 2015. "Does globalization promote real output? Evidence from quantile cointegration regression," Economic Modelling, Elsevier, vol. 44(C), pages 25-36.

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