No idea. But you may compare -tobit-'s results with those from -intreg- and -clad- (the latter from SSC) which are robust to heteroscedasticity
Nicola
P.S. Direct e-mails to my address will be filtered. Offline until 17th August
At 02.33 28/07/2008 -0400, "P.M.J. Stromberg" wrote:
>Dear list members, Does anyone know how to test for heteroscedasticity in a
>Tobit model. I have STATA 9.0? As I understand it such test does exist in
>LIMDEP.
>
>I would be most grateful for any hints.
>
>Per Stromberg
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