Hey guys,
I have a question about the output of the linktest. I know that a significant _hatsq in combination with an insignificant _hat indicates a missspecification of the model but in my case I got significant results for the _hat (5%-level) and the _hatsq (1%-level). What does that mean? Do I have to adjust my model because the p>|z| is smaller for the _hatsq?
Thanks in advance
Ben
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