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test for heteroskedasticity in logit/ probit models

Posted: Sat Apr 25, 2015 3:48 pm
by Kath
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.

Re: test for heteroskedasticity in logit/ probit models

Posted: Mon Apr 27, 2015 1:52 am
by trubador

Re: test for heteroskedasticity in logit/ probit models

Posted: Mon Apr 27, 2015 8:56 am
by Kath
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?