[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: LR Test for intreg and tobit possible

From   "Scott Merryman" <>
Subject   Re: st: LR Test for intreg and tobit possible
Date   Fri, 1 Feb 2008 08:56:09 -0600

Keep in mind that the tobit model will produce inconsistent estimates
if there is heteroskedasticity.  You might want to take a look at
CLAD, censored quantile regression, or symmetrically censored least

For CLAD : -findit clad- to locate and download.

CQR: versions can be found at:



On Jan 30, 2008 11:08 AM, Anita <> wrote:
> Dear Statalistmembers
> I currently am doing research on testing the tobit model on
> heteroscedasticity.
> In previous postings I learned that I can get robust estimates using the
> command "intreg".  (is explained in the FAQ)
> As I want to test if heteroscedasticity is present I want to do an
> LR-test, as in the description of intreg it is mentioned that it is a
> generalization of the tobit command.
> So I thought I could use it as the unrestricted model.
> I am not sure if this is the right thing to do and  if it is, I would
> have to explain, what inreg actually does. (I don't know exactly, why it
> is a generalization).
> Could someone give an answer to this question? I hope it is not to silly
> Thanks, Anita
*   For searches and help try:

© Copyright 1996–2017 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index