pub fn linear_reset(
endog: &Array1<f64>,
exog: &Array2<f64>,
power: usize,
test_type: ResetAug,
use_f: bool,
) -> Result<(f64, f64)>Expand description
Ramsey’s RESET test for neglected nonlinearity.
Refits the model with the design augmented by powers 2, …, power of either
the original fitted values (ResetAug::Fitted) or the non-constant,
non-binary exog columns (ResetAug::Exog), then performs a Wald test of
the null that all added coefficients are zero. With use_f = false the
chi-squared form is returned; with use_f = true the F form. power must be
≥ 2 and exog must contain at least one non-constant column. Returns
(statistic, pvalue). Mirrors the reference linear_reset.