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Re: st: Heteroskedastic Probit Model
From
Richard Williams <[email protected]>
To
[email protected]
Subject
Re: st: Heteroskedastic Probit Model
Date
Thu, 22 Apr 2010 16:10:38 -0500
At 02:51 PM 4/22/2010, Maarten buis wrote:
check. So you need to give some other reason why we should
believe the results, which is usually a theory that states
that a certain variable influences the residual variance in
a certain way. This precludes a kitchen-sink model.
I agree. You need a good theory.
Hope this isn't too depressing,
Maarten
I agree it can be depressing, but it can also be depressing if you
think about the consequences of NOT estimating a hetero model when
you should have. The more I work with categorical variables, the
more I think you should do everything you can to get good continuous
measures of the variables you are interested in.
-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
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EMAIL: [email protected]
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