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st: RE: Test for Heteroskedasticity
From
"Lachenbruch, Peter" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: RE: Test for Heteroskedasticity
Date
Tue, 24 Jan 2012 08:24:06 -0800
A couple of comments:
1. Since Tobit seems to be working with truncated normals, doesn't this guarantee unequal variance?
2. Can you interpret a regression model with 35 predictors? I can't even in multiple regression.
Tony
________________________________________
From: [email protected] [[email protected]] On Behalf Of Pattarawan Watcharaanantapong [[email protected]]
Sent: Tuesday, January 24, 2012 8:15 AM
To: [email protected]
Subject: st: Test for Heteroskedasticity
Dear Statalists,
I need to test for Heteroskedasticity after I run Tobit model,
do anyone know about stata command to test for heteroskedaticity for
tobit model? I tried whitetst, hettest, and clad but they did not work
after running Tobit.
For example: I ran this regression below
tobit y x1 x2 x3 x4 x5 x6 x7 x8 x9 x10 x11....x35 [pweight], ll(0)
whitetst
last estimates not found
Therefore, I am not sure I use the right command to test for
Heteroskedasticity or not. Thank you so much.
Regards,
Tan
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