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heteroscedasticty
2010 Jul 26
0
Specification Testing in Binary Choice Models
Hi,
First of all I'm sorry if my question is repeated. I could not find an
answer to it after searching the mail archive or the whole net.
I have estimated a binary choice (probit, to be specific) model using 'glm'
function in R, and now I want to perform some diagnostic tests, among which
testing for heteroscedasticty is most important for my work.
My question is if there are any