Código:
function HandResponse(){
if(this.readyState == 4){
alert(this.responseText);
}
}
var oHttpRequest = new XMLHttpRequest();
oHttpRequest.onreadystatechange = HandResponse;
oHttpRequest.open("GET", "add_del_categories.php");
oHttpRequest.send(null);
Código PHP:
echo 'holaaaaaa';

