[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: How to estate hettest after probit?

From   Richard Williams <>
Subject   Re: st: How to estate hettest after probit?
Date   Thu, 30 Oct 2008 16:43:53 -0500

At 01:15 PM 10/30/2008, Joao Ricardo F. Lima wrote:

-h hetprob-

See this message at statalist archives:



To be clear, though, you have to explicitly specify which vars you think provide the heteroskedasticity, i.e. it won't test any vars that you have not included in the hetero equation.

2008/10/30 wangxin <>:
> Dear all:
> I know the estat hettest can be used after reg.
> But this can not be used after -logit/probit-.
> Is there a way to get the LM test after -probit?
> Thanks in advance.
> -Fiona

Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME:   (574)289-5227
EMAIL:  Richard.A.Williams.5@ND.Edu

*   For searches and help try:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index