Fiona,
-h hetprob-
See this message at statalist archives:
http://www.stata.com/statalist/archive/2003-06/msg00534.html
HTH,
JR
2008/10/30 wangxin <[email protected]>:
> Dear all:
>
> I know the estat hettest can be used after reg.
> But this can not be used after -logit/probit-.
> Is there a way to get the LM test after -probit?
> Thanks in advance.
>
> -Fiona
>
>
>
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