st: Re: heteroskedastic probit

["Scott Merryman" <smerryman@kc.rr.com>]

----- Original Message ----- 
From: "Ricardo Henriquez" <rhenriquez@sii.cl>
To: <undisclosed-recipients:>
Sent: Tuesday, June 24, 2003 2:32 PM
Subject: st: To: statalist@hsphsun2.harvard.edu


> Dear statalist users:
>
> Could someone tell me how to test for heteroskedasticity in a probit
model?
> There is any form to implement the Davidson and MacKinnon LM1 and LM2 test
> for heteroskedasticity using Stata 6.0 ?
>
> Ricardo Henr�quez
> Chile


-hetprob- provides a likelihood-ratio test of heteroskedasticity in its
output.  I do not believe Davidson and MacKinnon LM1 or LM2 tests have been
implemented.

Scott


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