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st: Test for Heteroskedasticity


From   Pattarawan Watcharaanantapong <chockyspice@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Test for Heteroskedasticity
Date   Tue, 24 Jan 2012 11:15:08 -0500

Dear Statalists,

        I need to test for Heteroskedasticity after I run Tobit model,
do anyone know about stata command to test for heteroskedaticity for
tobit model? I tried whitetst, hettest, and clad but they did not work
after running Tobit.

For example: I ran this regression below

tobit  y x1 x2 x3 x4 x5 x6 x7 x8 x9 x10 x11....x35 [pweight], ll(0)
whitetst
last estimates not found

Therefore, I am not sure I use the right command to test for
Heteroskedasticity or not. Thank you so much.

Regards,
Tan

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