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RE: st: [Fwd: Heteroskedastic probit]


From   Richard Williams <Richard.A.Williams.5@ND.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>, "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   RE: st: [Fwd: Heteroskedastic probit]
Date   Thu, 30 Apr 2009 17:33:06 -0500

At 11:45 AM 4/30/2009, jverkuilen wrote:
I second Rich's advice. 165 observations is a pretty small N for heteroscedastic probit. But I suspect that even regular probit won't find much either Look at the initial set of iterations to get starting values---the log-likelihood only changes a little.

Good point. Based on the LLs, the probit model should have a model chi-square of about 6 with 3 d.f. -- but that might be enough for at least one variable to sneak in as significant.


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Richard Williams, Notre Dame Dept of Sociology
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