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- $\begingroup$ A good place to start filling in your knowledge gaps is this entry in Dave Giles' blog. $\endgroup$Durden– Durden2023-09-04 17:52:11 +00:00Commented Sep 4, 2023 at 17:52
- $\begingroup$ Thanks for this, I had a read, it still doesn't really say what heteroscedasticity is in that. I read further and found davegiles.blogspot.com/2013/05/…, which defined it in terms of the probit where setting scale=1 may be a misspecification to be resolved with defining a function for scale. I thought this is underdispersion, not heteroscedasticity, and I'm not sure how this translates to the logit, which doesn't have a scale parameter, there is a similar comment on the post which is unanswered. $\endgroup$Geoff– Geoff2023-09-05 12:08:51 +00:00Commented Sep 5, 2023 at 12:08
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