Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: Re: heteroskedastic probit


From   "Scott Merryman" <smerryman@kc.rr.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: heteroskedastic probit
Date   Tue, 24 Jun 2003 20:45:03 -0500

----- Original Message ----- 
From: "Ricardo Henriquez" <rhenriquez@sii.cl>
To: <undisclosed-recipients:>
Sent: Tuesday, June 24, 2003 2:32 PM
Subject: st: To: statalist@hsphsun2.harvard.edu


> Dear statalist users:
>
> Could someone tell me how to test for heteroskedasticity in a probit
model?
> There is any form to implement the Davidson and MacKinnon LM1 and LM2 test
> for heteroskedasticity using Stata 6.0 ?
>
> Ricardo Henríquez
> Chile


-hetprob- provides a likelihood-ratio test of heteroskedasticity in its
output.  I do not believe Davidson and MacKinnon LM1 or LM2 tests have been
implemented.

Scott


*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index