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st: I) plot the probability (instead of the dummy) on the residuals // II) cluster test
From
Luca Fumarco <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: I) plot the probability (instead of the dummy) on the residuals // II) cluster test
Date
Sat, 10 Dec 2011 11:26:59 +0100
Dear Statalisters,
I) I have a probit regression, where the dep. var. is a dummy.
I want to graphically see whether my model is affected by heteroskedasticity.Is there a way to plot the probability (instead of the dummy) on the residuals instead?
II) In another step of my analysis I use the vce(cluster varx). I have read there is a test with which one can find out whether clustering is needed: Christopher F. Baum, Austin Nichols, Mark E. Schaffer where working on it at July 2011 (see, http://www.stata.com/meeting/boston10/boston10_baum.pdf). However, I have not found it.
If it is not ready yet, does some of you know some alternative command, or even a way to test it by hand?
Thank you all!
Have a nice w-e
Luca Fumarco
Ph.D. Student
Linnæus University
School of Business and Economics
Office: + 46470708410
Mobile: +46765879033
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