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]

Re: st: Heteroskedastic Probit Model


From   Richard Williams <[email protected]>
To   [email protected]
Subject   Re: st: Heteroskedastic Probit Model
Date   Thu, 22 Apr 2010 16:10:38 -0500

At 02:51 PM 4/22/2010, Maarten buis wrote:
check.  So you need to give some other reason why we should
believe the results, which is usually a theory that states
that a certain variable influences the residual variance in
a certain way.  This precludes a kitchen-sink model.

I agree.  You need a good theory.

Hope this isn't too depressing,
Maarten

I agree it can be depressing, but it can also be depressing if you think about the consequences of NOT estimating a hetero model when you should have. The more I work with categorical variables, the more I think you should do everything you can to get good continuous measures of the variables you are interested in.


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