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st: AW: Heteroskedasticity in Probit Model
From
"Martin Weiss" <[email protected]>
To
<[email protected]>
Subject
st: AW: Heteroskedasticity in Probit Model
Date
Mon, 19 Apr 2010 09:21:00 +0200
<>
The test tests the null of homoscedasticity, and your results conclusively
rejects the null.
HTH
Martin
-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von Mustafa Brahim
Gesendet: Montag, 19. April 2010 08:40
An: [email protected]
Betreff: st: Heteroskedasticity in Probit Model
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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