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Re: st: Logit with standard errors adjusted for heteroscedasticity


From   Maarten buis <[email protected]>
To   [email protected]
Subject   Re: st: Logit with standard errors adjusted for heteroscedasticity
Date   Sat, 20 Oct 2007 16:47:55 +0100 (BST)

--- Max Sukhar <[email protected]> wrote:
> I know that to estimate probit with errors adjusted for
> heteroscedasticity we need to use -hetprob-
> What is the option/command for logit estimation adjusted for
> heteroscedasticity?

You can use Richard Williams -oglm- package, see: -ssc desc oglm-  and
http://www.nd.edu/~rwilliam/oglm/index.html

Hope this helps,
Maarten


-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


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