Wald Test Polynomial order

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Anthony
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Joined: Thu Sep 10, 2009 2:05 am

Wald Test Polynomial order

Postby Anthony » Thu Sep 17, 2009 4:35 am

What criteria should I use to select the order of the Polynomial to use in the Wald test regression. For example, when do I use yhat^2, OR yhat^2, yhat^3, OR yhat^2, yhat^3, yhat^4 etc?

Thanks
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