Hi,
I have cross sectional data and am using logistic regression. My question is how do I check my data for heteroskedasticity and in case it is present, then how to deal with it.
I have come across a lot of information using linear regression along with the Breusch-Pagan Test (using command "hettest") or White’s Test (using command "imtest") for testing for heteroskedasticity. And heteroskedasticity is dealt with by computation of "Robust Standard Errors". However, there is less information on this issue in case of logistic regression.
I'll be grateful, if anyone could please help me.
Regards,
Juhee
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