Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


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

st: AW: Heteroskedasticity in Probit Model


From   "Martin Weiss" <[email protected]>
To   <[email protected]>
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: [email protected]
[mailto:[email protected]] Im Auftrag von Mustafa Brahim
Gesendet: Montag, 19. April 2010 08:40
An: [email protected]
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/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index