Yes, but that doesn't mean that nothing can be done by way of thinking
Also, why this cultural assumption that every question of model
assessment and scrutiny is a testing question?
Why not calculate your residuals and then inspect for
heteroscedasticity and think about what it means?
On Fri, May 20, 2011 at 9:52 AM, Maarten Buis <firstname.lastname@example.org> wrote:
> On Fri, May 20, 2011 at 10:08 AM, Dieter Somers wrote:
>> I was also wondering whether there exists a general test that checks
>> for heteroscedasticity in a conditional logit model (for instance a
>> command similar to the 'hettest') ?
> Heteroskedasticity is a much biger problem and much harder to check in
> non-linear models than in linear regression, so I think that no such
> test exists or even can exist. At some point you have to live with the
> fact that your model contains assumptions that cannot be tested. For
> more on this, see:
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