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st: Heteroskedasticity in Probit Model
From
Mustafa Brahim <[email protected]>
To
[email protected]
Subject
st: Heteroskedasticity in Probit Model
Date
Mon, 19 Apr 2010 14:39:37 +0800
Dear Stata users,
I want to check for heteroskedasticity in a Probit model. I used
hetprob command which gives me the likelihood ratio test as follows:
likelihood ratio test of lnsigma2=0: chi2(10)=40.65 Prob > chi2 = 0.0000.
I am not sure how to interpret this? is the significant chi2 a sign of
heteroskedasticity or the opposit?
I really appreciate your help.
Cheers,
Ismail
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