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Re: st: How to estate hettest after probit?


From   Richard Williams <Richard.A.Williams.5@ND.edu>
To   statalist@hsphsun2.harvard.edu, statalist@hsphsun2.harvard.edu
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:
Fiona,

-h hetprob-

See this message at statalist archives:

http://www.stata.com/statalist/archive/2003-06/msg00534.html

HTH,

JR

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 <xwang757@yahoo.com.cn>:
> 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

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Richard Williams, Notre Dame Dept of Sociology
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