Hello stata-users,
I am rather new to stata and couldn't figure out how to test for
heteroskedasticity in an ordered
probit or logit regression in stata. I used visual inspection and tested the
correlations
between the "standard error of linear prediction" and the IVs (which I found
to be large and significant), but I don't think this can provide more than a
hint. Do you have an idea how to get some more formal results?
Thanks a lot for your help,
Henry Sauermann
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