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st: Heteroskedasticity in Probit Model


From   Mustafa Brahim <datotanseri@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Heteroskedasticity in Probit Model
Date   Mon, 19 Apr 2010 14:39:37 +0800

Dear Stata users,

I want to check for heteroskedasticity in a Probit model. I used
hetprob command which gives me the likelihood ratio test as follows:

likelihood ratio test of lnsigma2=0: chi2(10)=40.65 Prob > chi2 = 0.0000.

I am not sure how to interpret this? is the significant chi2 a sign of
heteroskedasticity or the opposit?


I really appreciate your help.


Cheers,

Ismail
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