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Re: st: AW: Heteroskedasticity in Probit Model


From   Mustafa Brahim <datotanseri@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: AW: Heteroskedasticity in Probit Model
Date   Mon, 19 Apr 2010 16:40:26 +0800

Thank you Martin appreciate your help. you really made my day


Ismail

On Mon, Apr 19, 2010 at 3:21 PM, Martin Weiss <martin.weiss1@gmx.de> wrote:
>
> <>
>
>
> The test tests the null of homoscedasticity, and your results conclusively
> rejects the null.
>
>
>
> HTH
> Martin
>
> -----Ursprüngliche Nachricht-----
> Von: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Mustafa Brahim
> Gesendet: Montag, 19. April 2010 08:40
> An: statalist@hsphsun2.harvard.edu
> Betreff: st: Heteroskedasticity in Probit Model
>
> 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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