test for heteroskedasticity in logit/ probit models

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Kath
Posts: 16
Joined: Tue Jan 06, 2015 4:08 am

test for heteroskedasticity in logit/ probit models

Postby Kath » Sat Apr 25, 2015 3:48 pm

Dear all,
I am conducting research which involves a logit model and a probit model.
How can I test for heteroskedasticity in logit/ probit models?
Thanks a lot for your help.
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trubador
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Joined: Thu Nov 20, 2008 12:04 pm

Re: test for heteroskedasticity in logit/ probit models

Postby trubador » Mon Apr 27, 2015 1:52 am

http://forums.eviews.com/viewtopic.php? ... 139#p42414
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Kath
Posts: 16
Joined: Tue Jan 06, 2015 4:08 am

Re: test for heteroskedasticity in logit/ probit models

Postby Kath » Mon Apr 27, 2015 8:56 am

Many thanks!
Two additional questions:
Also, do you know a way to estimate a logit model with a correction for heteroscedasticity?
And there is a test to check if there is heteroscedasticity in the logit/probit models?
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