At 01:15 PM 10/30/2008, Joao Ricardo F. Lima wrote:
Fiona,
-h hetprob-
See this message at statalist archives:
http://www.stata.com/statalist/archive/2003-06/msg00534.html
HTH,
JR
To be clear, though, you have to explicitly specify which vars you
think provide the heteroskedasticity, i.e. it won't test any vars
that you have not included in the hetero equation.
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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