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st: Tobit residuals, homoscedasticity and normality


From   Fabien Bertho <fabien.bertho@sciences-po.org>
To   statalist@hsphsun2.harvard.edu
Subject   st: Tobit residuals, homoscedasticity and normality
Date   Fri, 28 Oct 2011 12:01:00 +0200 (CEST)

Hello,

I am running a (censored data) tobit model and I would like to test for the assumptions of homoscedasticity and normality.

First, I would like to examine residuals. Please, would you know, how to compute and extract tobit residuals -- i.e. generalized tobit residuals and not OLS-like residuals?

Then, would you know statistical tests that would be more appropriate than a ?visual inspection?? (my tobit is lower bound, hence I cannot use the -tobcm- command)

Thank you for your help

Fabien BERTHO


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