I think you'll find that the probit MLE itself is inconsistent for the coefficients when the underlying errors are heteroskedastic and/or not independent.  Hence, the estimates themselves are not useful.  Fixing standard errors for inconsistent coefficient estimates is not really something you'd want to do....

Lee



On Tue, Apr 23, 2013 at 12:39 PM, Reynald Majetti <reynald.majetti@univ-lorraine.fr> wrote:
Is there a way to compute robust standard errors for potential autocorrelation problems in probit models ? 

Best regards,

Reynald Majetti

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--
Lee Adkins
Professor of Economics
lee.adkins@okstate.edu

learneconometrics.com