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| From | Richard Williams <Williams.NDA@comcast.net> |
| To | statalist@hsphsun2.harvard.edu |
| 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 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/