'A regression error specification test (RESET) for generalized linear models'

Economics Bulletin

Volumn 3, Issue 1, 2005, Pages

  Sapra, Sunil ^a  

^a CALIFORNIA STATE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 77956551307     PISSN: None     EISSN: 15452921     Source Type: Journal    
DOI: None     Document Type: Article

References (9)

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4. Davidson, R. and J. G. MacKinnon (1984) "Convenient specification tests for logit and probit models", Journal of Econometrics, 25, 241-62.
5. Gill, J. (2001) Generalized Linear Models, A Unified Approach, Sage University Press, California.
6. Jaggia, S. and S. Thosar (1993) "Multiple Bids as a Consequence of Target Management Resistance: A Count Data Approach", Review of Quantitative Finance and Accounting, 3, 447-457.
7. McCullagh, P. and Nelder, J. A. (1989) Generalized Linear Models, Chapman and Hall, London.
8. Myers, R. H., Montgomery, D. C. and Vining G. G. (2002) Generalized Linear Models with Applications in Engineering and the Sciences, Wiley, New York.
9. Ramsey, J. B. (1969) "Tests for specification errors in classical least-squares regression analysis", Journal of the Royal Statistical Society, Series B, 31, 350-71.