RE: st: RE: RE: Test for Heteroskedasticity

["Steve Martin" <stephen.martin@york.ac.uk>]

If you can't test for hetero, can you use the vce(vcetype) option (perhaps
with 'robust') to claim that you have attempted to deal with its potential
consequences?

Steve

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Pattarawan
Watcharaanantapong
Sent: 24 January 2012 17:26
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: RE: RE: Test for Heteroskedasticity

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.
>
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