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st: RE: Test of Normality and Heteroskedasticity


From   Nick Cox <[email protected]>
To   "'[email protected]'" <[email protected]>
Subject   st: RE: Test of Normality and Heteroskedasticity
Date   Wed, 1 Feb 2012 12:41:21 +0000

This was asked only a few days ago by someone else. See this posting from 26 January 

http://www.stata.com/statalist/archive/2012-01/msg00989.html

for a positive answer from Gillian Frost. 

Nick 
[email protected] 

Danny Dan [edited] 

Can any one please tell me what are the Stata commands for testing
normality of errors and heteroskedasticity in a tobit model? Also how
to interpret the results of these tests?

I am trying to use Heckman two step estimator, and therefore, before
the estimation, I would like to test these.


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