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From | Pattarawan Watcharaanantapong <chockyspice@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: RE: RE: Test for Heteroskedasticity |
Date | Tue, 24 Jan 2012 12:25:48 -0500 |
Sorry if I use the wrong word becaue I am not a native english speaker but I do not how to explain. My question looks silly for somebody but I have no strong background about using stata, I just start to use Tobit model, so I have no idea about it. Maybe, I might have too many variables. Thank you for Tony. Sorry Nick, if you use inappropriate word to you. Tan On Tue, Jan 24, 2012 at 11:39 AM, Nick Cox <n.j.cox@durham.ac.uk> wrote: > I'm with Tony here in the bemused corner of the stand. > > Quite what would the test be? Can you point to literature on an appropriate test? Even the idea of a residual seems problematic for a tobit model. > > Also, I am down as an author of -whitetst- (STB/SSC): the help says explicitly "-whitetst- is for use after -regress- or -cnsreg-", so invoking it is pointless and comment that it "does not work" is inappropriate. > > Nick > n.j.cox@durham.ac.uk > > Lachenbruch, Peter [Tony] > > 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. > > Pattarawan Watcharaanantapong > > 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. > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/