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st: RE: Re: heteroskedastic probit


From   Ricardo Henriquez <rhenriquez@sii.cl>
To   statalist@hsphsun2.harvard.edu
Subject   st: RE: Re: heteroskedastic probit
Date   Wed, 25 Jun 2003 11:02:38 -0400

Thank you very much Scott.

-----Mensaje original-----
De: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu]En nombre de Scott Merryman
Enviado el: Martes, 24 de Junio de 2003 21:45
Para: statalist@hsphsun2.harvard.edu
Asunto: st: Re: heteroskedastic probit


----- 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


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