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From | "Martin Weiss" <martin.weiss1@gmx.de> |
To | <statalist@hsphsun2.harvard.edu> |
Subject | st: AW: Heteroskedasticity in Probit Model |
Date | Mon, 19 Apr 2010 09:21:00 +0200 |
<> The test tests the null of homoscedasticity, and your results conclusively rejects the null. HTH Martin -----Ursprüngliche Nachricht----- 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 * * 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/ * * 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/