Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: Re: heteroscedasticity in logit/ probit model
From
rohaida <[email protected]>
To
[email protected]
Subject
st: Re: heteroscedasticity in logit/ probit model
Date
Wed, 24 Nov 2010 07:01:21 -0800 (PST)
thanks maarteen.
Let me clarify my problem. In linear model we use "estat imtest" and "estat
hettest" command to check heteroscedasticity. If heteroscedasticity exist
the OLS is inefficient, then we can use the GLS (weighted least square) or
robust std. error to correct heteroscedsaticity.
So, how about the probit/logit model? how can I check heteroscedsaticity in
logit/ probit model? If heteroscedasticity exist in the probit/ logit model
how can I fix it? This is useful to defend which estimator that give
unbiased results. What actually 'hetprob' function? Thanks.
--
View this message in context: http://statalist.1588530.n2.nabble.com/heteroscedasticity-in-logit-probit-model-tp5770451p5770629.html
Sent from the Statalist mailing list archive at Nabble.com.
*
* 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/