st: AW: Heteroskedasticity in Probit Model

["Martin Weiss" <martin.weiss1@gmx.de>]

<> 


The test tests the null of homoscedasticity, and your results conclusively
rejects the null.



HTH
Martin

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Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Mustafa Brahim
Gesendet: Montag, 19. April 2010 08:40
An: statalist@hsphsun2.harvard.edu
Betreff: st: Heteroskedasticity in Probit Model

Dear Stata users,

I want to check for heteroskedasticity in a Probit model. I used
hetprob command which gives me the likelihood ratio test as follows:

likelihood ratio test of lnsigma2=0: chi2(10)=40.65 Prob > chi2 = 0.0000.

I am not sure how to interpret this? is the significant chi2 a sign of
heteroskedasticity or the opposit?


I really appreciate your help.


Cheers,

Ismail
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