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st: Re: Score test after Probit


From   "Scott Merryman" <smerryman@kc.rr.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: Score test after Probit
Date   Fri, 5 Mar 2004 19:25:18 -0600

Andrea,

You might find Jeroen Weesie's -testomit- useful.  From the helpfile:

"testomit performs univariate and multivariate efficient score tests (Rao 1973;
also known as the Lagrange Multiplier test, see Silvey 19xx) for omitted
variables, i.e., it tests whether adding variables to (one or more equations of)
the last model makes a "significant improvement"."

Scott


----- Original Message ----- 
From: "Andrea Salvatori" <a.salvatori@warwick.ac.uk>
To: <statalist@hsphsun2.harvard.edu>
Sent: Tuesday, March 02, 2004 7:19 PM
Subject: st: Score test after Probit


> Hi statalisters,
>
> is there any command to run a score (LM) test after probit to test for
> omitted variables, heteroscedasticity and normality?
>
> Thanks
> Andrea
>
>
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