Some Further Results on the Use of OLS and BLUS Residuals in Specification Error Tests

1 June 1976

journal article
research article
Published by JSTOR in Journal of the American Statistical Association

Vol. 71 (354) , 389
https://doi.org/10.2307/2285320

Abstract

This paper considers the test RESET, which is a test for specification error in a linear regression model. It makes a modification in the test based on OLS residuals, and shows that the modified test is equivalent to a test based on BLUS residuals.

Keywords

OLS
ERROR TESTS
BLUS RESIDUALS
SPECIFICATION ERROR
USE

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