Andrea,
You might find Jeroen Weesie's -testomit- useful. From the helpfile:
"testomit performs univariate and multivariate efficient score tests (Rao 1973;
also known as the Lagrange Multiplier test, see Silvey 19xx) for omitted
variables, i.e., it tests whether adding variables to (one or more equations of)
the last model makes a "significant improvement"."
Scott
----- Original Message -----
From: "Andrea Salvatori" <[email protected]>
To: <[email protected]>
Sent: Tuesday, March 02, 2004 7:19 PM
Subject: st: Score test after Probit
> Hi statalisters,
>
> is there any command to run a score (LM) test after probit to test for
> omitted variables, heteroscedasticity and normality?
>
> Thanks
> Andrea
>
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
