Query - literature

[Dorf Smith]

Dear All!!

I want to kindly ask a question if anyone has some useful literature on the RESET test, specifically if there is any literature on which variables to square or cube for the RESET test and what justification would one argue when squaring, for example?

My second question would be how to justify a model that is misspecified and if there is any literature on that?

Many thanks STATA community!

Dorf Smith

[Carlo Lazzaro]

Dorf:
1) see https://en.wikipedia.org/wiki/Ramsey_RESET_test and related references therein;
2) justifying a misspecified model is unfeasible, a far as I know. This is probably the main reason why many technical articles that reports on regression results shy away for any postestimation routines!