At 11:45 AM 4/30/2009, jverkuilen wrote:
I second Rich's advice. 165 observations is a pretty small N for
heteroscedastic probit. But I suspect that even regular probit won't
find much either Look at the initial set of iterations to get
starting values---the log-likelihood only changes a little.
Good point. Based on the LLs, the probit model should have a model
chi-square of about 6 with 3 d.f. -- but that might be enough for at
least one variable to sneak in as significant.
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Richard Williams, Notre Dame Dept of Sociology
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