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st: Tests after Tobit Random effects


From   "Ngo,PT (pgr)" <[email protected]>
To   <[email protected]>
Subject   st: Tests after Tobit Random effects
Date   Wed, 14 May 2003 18:17:01 +0100

Dear Stata users,

Could someone guide me as to what specification tests I can run after a Tobit Random Effects model for a two-year panel data ? Notably, tobit models are particularly sensitive to te breakdown of the assumption of the normality of the disturbances. I am aware of the conditional moment test for testing the null hypothesis of normality (tobcm in Stata).  Does such a test exist for a Tobit random effects model ?  Otherwise, could someone point me to an article or a text book that covers the issue of specification testing after Tobit RE ?

Thanks a lot for your help,

Thi Minh

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