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st: re: tobit


From   "Flora Au" <fau@ucalgary.ca>
To   statalist@hsphsun2.harvard.edu
Subject   st: re: tobit
Date   Fri, 6 May 2005 09:04:50 -0600 (MDT)

Hi everyone,

Thank you very much for those who reply to my last inquiy, now I have
another one. I believe I posted this a couple days ago, however no reply
on it yet. The question was is it any command that would test
heteroscedacity or omitted variable for tobit model. One paper suggest to
test the hetero with a hausman test. That is first test the model with the
tobit then test the model with a -qreg- model. So the command read as
follow:

quietly tobit eq_5d density degree non_cauc momage infant young mededu
highedu medinc highinc service, ll(0)
est store tob
quietly qreg eq_5d density degree non_cauc momage infant young mededu
highedu medinc highinc service
hausman tob .

Does anyone know if this is correct to test hetero? If not, any suggestion?

Thank you,
Flora

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