Hello,
I employed fractional regression model proposed by Wooldridge and Papke to estimate the dependent variable (a proportional variable that computes remaining/whole) of my study. The dependent variable falls between 0 and 1 (including 1). I ran the regression using the fracreg command on stata. However, I would like to run Ramsey reset test for model specification errors, as Wooldridge reports the reset test value in his paper. When I entered the command "ovtest" and "linktest", Stata states the following:
. estat ovtest
estat ovtest not valid
r(321);
. linktest
not possible after fracreg
r(131);
How do I test for model specification after fracreg command? What other assumptions must be evaluated after estimating fractional regression. As such, in OLS regression, one would test if assumptions such as homoscedasticity, absence of autocorrelation and normality is violated. Similarly, what other tests should one evaluate after fractional regression?
Appreciate your advice.
Related Posts with Testing for model specification error in fractional regression
Test with panel dataHi, This is my first post in this forum, hoping to get some help. I am doing a test on a panel data…
Cluster standard errors in SUR estimation - sureg or gsem?Hi, I am trying to estimate vote shares of different parties. So, I have 3 parties, each having its…
ttesti: using se as input instead of sdHi everyone, I am trying to calculate the independent t-test using ttesti which requires mean, sd, a…
do we have simpler syntax to realize this goal? Code: if lnEmployee1Y ~=. & lnCash1Y~=. & lnTtlAsset1Y~=. & stdRevenue1Y~=. & stdNe…
Categorical variable as an instrumentHello, We are running a model with a binary endogenous X variable and a continuous Y variable. We p…
Subscribe to:
Post Comments (Atom)
0 Response to Testing for model specification error in fractional regression
Post a Comment