Dear hyojoung,
--- "Hyojoung Kim" <hyojoung@u...> wrote:
> i am running a logistic regression and have a compelling reason to
> show how serious the problem of heterodoscedasticity is in this
> regression. are you aware of an equivalent of - hettest - for
> logistic regression analysis?
What you could do is estimate a model with -hetprob- and -probit- and
do a likelihood ratio test (-lrtest-). This is an test for
heteroscedasticity in probit regression, which is very close to
logisitic regression, except you don't get the nice odds ratios.
> alternatively, would it be acceptable if a - hettest - is run in
> OLS and use it as an indirect evidence for the presence of
> heteroscedasticity?
Logistic and probit regression are so close that the choice between
them is often based on practical grounds and tradition within the
discipline and not on substantial grounds. The pressence of -hetprob-
would be such a practical reason why you might want to switch to
probit in this case. If you realy want to use logit, and want to put
up with indirect evidence than the comparison of -hetprob- and -
probit- would in my eyes be more convincing indirect evidence than -
hettest- on a linear probability model.
Maarten
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