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| From | Mustafa Brahim <datotanseri@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: Heteroskedastic Probit Model |
| Date | Thu, 22 Apr 2010 22:17:37 +0800 |
Dear Maarten and Richard, Thank you very much for your input. Maarten I know that what you mentioned is not a personal attack. In fact I appreciate very much the time and effort you are putting to help others. I am just curious to know and learn from people like you. and I did learn a lot from the solutions you provided in the forum. Richard, I am happy to hear from you. I read a couple of your articles and I tried to contact you but the email bounced back, that email is different from the one you are using. in fact today I was reading your article about oglm. I will try it and see how it goes. Let me ask my question in simple way: Assuming there is no problem with functional form and theory. What should I do to check for heteroskedasticity in probit model? Again thank you Maarten and Richard. Ismail On Thu, Apr 22, 2010 at 10:26 PM, Richard Williams <Williams.NDA@comcast.net> wrote: > At 03:51 AM 4/22/2010, Mustafa Brahim wrote: >> >> Dear Stata users, >> >> >> I run this model: >> >> hetprob crisis m2mult m2reser usrealra creditgd reserves rerdev bfl >> privclai shordebt shortdeb, het( m2mult m2reser usrealra creditgd >> reserves rerdev bfl privclai shordebt shortdeb ) > > You need some decent theory to run these models. A mis-specified variance > equation may actually make things worse than no variance equation at all. > Conversely, if you take a kitchen sink approach and just toss everything > into the variance equation, you may have problems with multicollinearity. > oglm (available from SSC) is a generalization of hetprob. You may want to > take a look at the oglm support page (and the readings it refers to) for > more on the pros and cons of hetero models: > > http://www.nd.edu/~rwilliam/oglm/index.html > > > ------------------------------------------- > Richard Williams, Notre Dame Dept of Sociology > OFFICE: (574)631-6668, (574)631-6463 > HOME: (574)289-5227 > EMAIL: Richard.A.Williams.5@ND.Edu > WWW: http://www.nd.edu/~rwilliam > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/