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st: Re: heteroskedasticity and oprobit/ologit


From   "Scott Merryman" <smerryman@kc.rr.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: heteroskedasticity and oprobit/ologit
Date   Fri, 22 Aug 2003 06:26:54 -0500

----- Original Message ----- 
From: "Henry Sauermann" <henry.sauermann@duke.edu>
To: <statalist@hsphsun2.harvard.edu>
Sent: Monday, August 18, 2003 4:27 PM
Subject: st: heteroskedasticity and oprobit/ologit


> Hello stata-champions,
>
> I am still looking for a way to test and correct for heteroskedasticity
> after ordered (!) probit or logit regression in stata. Does anybody know of
> a way to do in stata or knows a stata add-on?
>
> Thanks a lot for your help,
> Henry Sauermann

Both -ologit- and -oprobit- have a robust option which will produce Huber/White
corrected errors.

Hope this helps,
Scott


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