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st: st: Interpreting BCTOBIT LM Test
From
"Clifton Chow" <[email protected]>
To
[email protected]
Subject
st: st: Interpreting BCTOBIT LM Test
Date
Mon, 02 Apr 2012 11:42:48 -0500
Has anyone installed and executed a BCTOBIT specification check after running a tobit model? Unlike other LM tests, the p-value isn't included and so I am wondering if anyone know how to interpret the test quickly without having to manually look up the chi-sq critical values? Below is what I have when I did the bctobit specification check on my model:
LM test of Tobit specification
Bootstrap critical values
lm %10 %5 %1
165.22 2.89347 4.1842294 7.6120915
Thanks
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