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: Heteroskedasticity logit model


From   Richard Williams <richardwilliams.ndu@gmail.com>
To   statalist@hsphsun2.harvard.edu, "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Heteroskedasticity logit model
Date   Wed, 11 Dec 2013 09:44:49 -0500

The user-written -oglm- routine available at SSC can estimate ordinal and binary hetero models using logit, probit, and other links. There are various controversies concerning such models. See, for example,

http://www3.nd.edu/~rwilliam/xsoc73994/RW_ESRA2013.pptx

and the sources it cites. The oglm support page is at

http://www3.nd.edu/~rwilliam/oglm/index.html

Incidentally, I would probably just go ahead and use hetprob unless you really need the other features that oglm offers.

At 06:47 AM 12/11/2013, Nerissa Fanoembi wrote:
Hello,
I am running a pooled logit model. The data is randomly sampled cross sections from 2004 till 2012. I want to check the heteroskedasticity problem. But there is no heteroskedasticity test available for the logit model. How is it possible to test heteroskedasticity then? The probit model is almost similar as the probit model. Therefore I run the hetprob command where I include all independent variables (categorical and continuous independent variables). The test shows that heteroscedasticity is a problem (the prob of the Likelihood-ratio test of lnsigma2 is 0.0001). In addition, what can I do to solve the heteroskedasticity problem in the logit model? And what is the useful procedure to test heteroskedasticity in a logit model?
Best regards,
Nerissa Fanoembi.
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/

-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME:   (574)289-5227
EMAIL:  Richard.A.Williams.5@ND.Edu
WWW:    http://www.nd.edu/~rwilliam

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/


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