From what i understand, conventional OLS heteroskedasticity tests can't be applied for Tobit regressions. I have looked at the help "tobit post-estimation" command and i still am unable to find heteroskedasticity tests for tobit.
From reading woldbridge (2003) i have seen that conducting a probit model for my data can be used as an informal test for heteroskedasticity, am i correct in thinking this?
Related Posts with tobit test for homoskedasticity
eclass store resultsDear stata users, I would like to store a matrix and the number of observations after my eclass pro…
how to write the loop statement?I want to write a loop statement to generate a lot of rowmean? How to write such loop statement? Her…
Draw a stratified random sampleHi, I am working with a survey where I have information at the individual and household levels. I s…
Reverse the color of spmapHello Stata-Experts, I generated a wonderful heat map with the spmap package. Now I am wondering if…
unknown function () in a simple generate commandHi, I am trying to generate a new variable b with the following formula using all existing variable…
Subscribe to:
Post Comments (Atom)
0 Response to tobit test for homoskedasticity
Post a Comment