Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: How to estate hettest after probit?


From   Richard Williams <[email protected]>
To   [email protected], [email protected]
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:
Fiona,

-h hetprob-

See this message at statalist archives:

http://www.stata.com/statalist/archive/2003-06/msg00534.html

HTH,

JR

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 <[email protected]>:
> 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
OFFICE: (574)631-6668, (574)631-6463
HOME:   (574)289-5227
EMAIL:  [email protected]
WWW:    http://www.nd.edu/~rwilliam

*
*   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/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index