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Re: st: How to estate hettest after probit?

From   Richard Williams <>
Subject   Re: st: How to estate hettest after probit?
Date   Thu, 30 Oct 2008 16:43:53 -0500

At 01:15 PM 10/30/2008, Joao Ricardo F. Lima wrote:

-h hetprob-

See this message at statalist archives:



To be clear, though, you have to explicitly specify which vars you think provide the heteroskedasticity, i.e. it won't test any vars that you have not included in the hetero equation.

2008/10/30 wangxin <>:
> Dear all:
> I know the estat hettest can be used after reg.
> But this can not be used after -logit/probit-.
> Is there a way to get the LM test after -probit?
> Thanks in advance.
> -Fiona

Richard Williams, Notre Dame Dept of Sociology
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