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st: hetprob goodness of fit

From   Luca Fumarco <>
To   "" <>
Subject   st: hetprob goodness of fit
Date   Fri, 11 May 2012 17:04:32 +0200

Dear Statalisters,

I want to establish whether my heteroskedastic probit model fits well my data.
Where can I find a measure of the goodness of fit for this model? 
Or should I compute it by myself? In this case, do you have any suggestion?

Thank you in advance!


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