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st: LR Test for intreg and tobit possible
Dear Statalistmembers
I currently am doing research on testing the tobit model on
heteroscedasticity.
In previous postings I learned that I can get robust estimates using the
command "intreg". (is explained in the FAQ)
As I want to test if heteroscedasticity is present I want to do an
LR-test, as in the description of intreg it is mentioned that it is a
generalization of the tobit command.
So I thought I could use it as the unrestricted model.
I am not sure if this is the right thing to do and if it is, I would
have to explain, what inreg actually does. (I don't know exactly, why it
is a generalization).
Could someone give an answer to this question? I hope it is not to silly
Thanks, Anita
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