Thank you very much Scott.
-----Mensaje original-----
De: [email protected]
[mailto:[email protected]]En nombre de Scott Merryman
Enviado el: Martes, 24 de Junio de 2003 21:45
Para: [email protected]
Asunto: st: Re: heteroskedastic probit
----- Original Message -----
From: "Ricardo Henriquez" <[email protected]>
To: <undisclosed-recipients:>
Sent: Tuesday, June 24, 2003 2:32 PM
Subject: st: To: [email protected]
> 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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