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From |
Maarten Buis <maartenlbuis@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: I) plot the probability (instead of the dummy) on the residuals // II) cluster test |

Date |
Mon, 12 Dec 2011 13:30:52 +0100 |

On Sat, Dec 10, 2011 at 11:26 AM, Luca Fumarco wrote: > I) I have a probit regression, where the dep. var. is a dummy. > I want to graphically see whether my model is affected by heteroskedasticity.Is there a way to plot the probability (instead of the dummy) on the residuals instead? The problem is that the residual you care about is the difference between the predicted and the latent (i.e. unobserved) variable. To make things worse the latent variable is identified by the assumption of homoskedasticity (or alternatively functional form for the heteroskedasticity in -oglm-, see -ssc d oglm- and <http://www.nd.edu/~rwilliam/oglm/>). So there is no way to empirically check that assumption. Hope this helps, Maarten -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: I) plot the probability (instead of the dummy) on the residuals // II) cluster test***From:*Luca Fumarco <luca.fumarco@lnu.se>

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