Testing heteroskedasticity in probit

[ecsantos]

Hey Startz, thanks a lot for showing me this feature in Eviews. I was looking up all the information in the userguides only.

I tried to take the steps, described in this help menu.

However: 'Next, the dependent variable in the test regression may be obtained as the standardized residual. Select Proc/Make Residual Series... and select Standardized Residual. We will save the series as BRMR_Y. '

This new serie only generates NA's in my case.

Later on,in the step: 'i]Then run the artificial regression by clicking on Quick/Estimate Equation..., selecting Least Squares, and entering:

brmr_y brmr_x (psi*(-xb)*fac)[/i]' I get an error message with 'unsufficient number of observations' and I think this has to do with the NA's of the BRMR_Y serie

So why do I get these NA values? How can I solve this problem?!

Hello!

I'm running the heteroskedasticuty test in a probit model and I have the same problem. When I process the residual series with standardized residuals I get a BRMR_Y serie of NA's. But if I select "ordinary" it works.

Need some help, please.
Many thanks!

[minamag]

I have tried the instructions from the help window, but when I am adding the group object I get an error message saying that brmr_x is not defined. Anyone know what brmr_x is supposed to be? I've only got brmr_y...

Thanks

[trubador]

It is the name of the group object that holds the right hand side variables to be used in auxiliary regression. I suggest the first code here: Heteroscedastic Probit, but the second one is what you are looking for.