Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: Test for Heteroskedasticity

From   Pattarawan Watcharaanantapong <>
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)
last estimates not found

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


*   For searches and help try:

© Copyright 1996–2016 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index