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  • linktest interpretation

    Hi all,

    Could you please help in interpreting the below result of the link test (attached). Also, I could not apply the Ramsey RESET test after the logit. Therefore, I would like to ask please, is it important to apply the RESET test with linktest?

    and if so? How I can do it with logit regression in Stata software?


    linktest stata.xlsx



    . linktest, nolog

    Logistic regression
    Number of obs = 300
    LR chi2(2) = 191
    Prob > chi2 = 0.00
    Pseudo R2 = 0.4964


    Log likelihood = -97.17107


    appl_bnk coefficient P>z

    _hat 1.012059 0.000
    _hatsq 0.0124162 0.806
    _cons -0.0250553 0.905





    This is my interpretation for the linktest result, please correct me

    the test fails to reject the null hypothesis H0 where it indicates no misspecification errors exist, no need to include or omit variable and the predicted Yhat is very identical to the real Y dependent variable values; hence, the model specification is correct.



    Many thanks for giving your concern

    Best regards,
    Rabab

  • #2
    Rabab:
    your interpretation is correct.
    Kind regards,
    Carlo
    (StataNow 18.5)

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    • #3
      Than you so much Carlo

      Best regards,
      Rabab
      Last edited by Rabab Al hasni; 25 Jun 2019, 13:36.

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