[Limdep Nlogit List] heterosced. in the selection model

Jadwiga Kostrzewska dwakotki at wp.pl
Fri May 22 00:34:04 EST 2009


Dear All,
I am estimating the selection model. I would like to check the selection 
model with heteroscedasticity, too.
Does anybody know how to chose variables to heteroscedasticity function 
in the selection model? In my model I have got a lot of binary 
variables, while the dependent variable is continuous (and zero for some 
sub-sample), so the correlations between them are not obvious.
Any ideas are very welcome!

Best regards,
Jadwiga Kostrzewska

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