I'm afraid I haven't used this test and so can't say for sure. But the
general rule is that you can take any quantity of interest and average
them as per the same rules, or via combining simulations. This is a bit
different philosophy of inference than hypothesis testing, but some
version of it is almost always applicable.
Gary
: Gary King, King(a)Harvard.Edu
http://GKing.Harvard.Edu :
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On Thu, 1 May 2003, Matthew Vile wrote:
I was wondering to what degree the recombination of
test statistics can
be taken. Specifically, If I perform individual Ramsey Reset tests on
each of my estimations from imputed datasets can I average the value of
F produced by the test and compare this value to the critical at the
proper degrees of freedom (which I presume would be the same as for each
test)?
If I do this, should I also compute the variance across the individual
estimates?
If I do thus and the 95% confidence interval produces a range that goes
from below the critical to above the critical value of F at the proper
degrees of freedom, what do I conclude about the rejection of the null
of proper specification?
Matthew Vile