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Le test RESET de Ramsey pour la forme fonctionnelle×Régression linéaire multiple×
DomaineÉconométrieStatistique
FamilleRegression modelRegression model
Année d'origine19691886
Auteur d'origineJames B. RamseyFrancis Galton; formalized by Karl Pearson
TypeTest for functional-form misspecificationParametric linear model
Source fondatriceRamsey, J. B. (1969). Tests for specification errors in classical linear least-squares regression analysis. Journal of the Royal Statistical Society: Series B, 31(2), 350–371. DOI ↗Galton, F. (1886). Regression towards mediocrity in hereditary stature. Journal of the Anthropological Institute of Great Britain and Ireland, 15, 246–263. DOI ↗
AliasRESET test, regression specification error test, Ramsey RESET fonksiyonel form testiMLR, OLS regression, multiple regression, linear regression with multiple predictors
Apparentées48
RésuméThe Ramsey RESET test, proposed by James Ramsey in 1969, is a general test for functional-form misspecification in a linear regression — for omitted nonlinear relationships between the response and the regressors. It adds powers of the fitted values to the model and checks whether they significantly improve the fit; if they do, the original linear specification has left systematic structure unexplained.Multiple linear regression (MLR) is a parametric regression model that expresses a continuous outcome as a weighted linear combination of two or more predictor variables plus a random error term. The unknown weights (regression coefficients) are estimated by ordinary least squares (OLS), which minimises the sum of squared residuals. The method traces to Francis Galton's 1886 work on hereditary stature and was placed on firm mathematical footing by Karl Pearson; Draper and Smith's 1966 textbook established it as the standard framework for applied regression.
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ScholarGateComparer des méthodes: Ramsey RESET Test · Multiple Linear Regression. Consulté le 2026-06-17 sur https://scholargate.app/fr/compare