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st: censored regression - testing for normal and homoscedastic residuals


From   "Anders, Christoph" <C.Anders@dshs-koeln.de>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: censored regression - testing for normal and homoscedastic residuals
Date   Tue, 31 May 2011 15:37:39 +0000

I conducted a regression with right-censored variables using the cnreg command.
Since I suppose the residuals to be both heteroscedastic and not normally distributed, I would like to conduct some tests to proof it.
But the commands I usually use - estat hettest and estat imtest - seem not to work here.

Anybody who knows how to test for normally distributed and heteroscedastic residuals when having used cnreg?

Thanks in advance!!

Regards,
Christoph



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