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RE: st: RE: Test of Normality and Heteroskedasticity


From   Cameron McIntosh <cnm100@hotmail.com>
To   STATA LIST <statalist@hsphsun2.harvard.edu>
Subject   RE: st: RE: Test of Normality and Heteroskedasticity
Date   Sat, 11 Feb 2012 21:16:22 -0500

You may also want to see:
Barros, M., Galea, M., González, M., & Leiva, V. (2010). Influence diagnostics in the tobit censored response model. Statistical Methods & Applications, 19(3), 379-397.http://staff.deuv.cl/leiva/archivos/leiva_art/barros_galea_gonzalez_leiva_2010.pdf

Holden, D. (2011). Testing for heteroskedasticity in the tobit and probit models. Journal of Applied Statistics, 38(4), 735-744.

Vincent, D. (July 22, 2010). BTOBIT: Stata module to produce a test of the tobit specification.http://ideas.repec.org/c/boc/bocode/s457163.html
Drukker, D.M. (2002). Bootstrapping a conditional moments test for normality after tobit estimation. The Stata Journal, 2(2), 125–139.http://www.stata-journal.com/sjpdf.html?articlenum=st0011

Newey, W.K. (1987). Specification tests for distributional assumptions in the Tobit model. Journal of Econometrics, 34(1-2), 125-145.

Wilhelm, M.O. (2008). Practical Considerations for Choosing Between Tobit and SCLS or CLAD Estimators for Censored Regression Models with an Application to Charitable Giving. Oxford Bulletin of Economics and Statistics, 70(4), 559-582.

Cam
----------------------------------------> Date: Sat, 11 Feb 2012 19:08:32 -0600

> Subject: Re: st: RE: Test of Normality and Heteroskedasticity
> From: danny2011dan@gmail.com
> To: statalist@hsphsun2.harvard.edu
>
> Thanks Nick for providing me with the link.
>
> Regards,
>
> Dan
>
> On Wed, Feb 1, 2012 at 6:41 AM, Nick Cox <n.j.cox@durham.ac.uk> wrote:
> > This was asked only a few days ago by someone else. See this posting from 26 January
> >
> > http://www.stata.com/statalist/archive/2012-01/msg00989.html
> >
> > for a positive answer from Gillian Frost.
> >
> > Nick
> > n.j.cox@durham.ac.uk
> >
> > Danny Dan [edited]
> >
> > Can any one please tell me what are the Stata commands for testing
> > normality of errors and heteroskedasticity in a tobit model? Also how
> > to interpret the results of these tests?
> >
> > I am trying to use Heckman two step estimator, and therefore, before
> > the estimation, I would like to test these.
> >
> >
> > *
> > *   For searches and help try:
> > *   http://www.stata.com/help.cgi?search
> > *   http://www.stata.com/support/statalist/faq
> > *   http://www.ats.ucla.edu/stat/stata/
>
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
 		 	   		  
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


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