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Re: st: RE: Test of Normality and Heteroskedasticity


From   Danny Dan <[email protected]>
To   [email protected]
Subject   Re: st: RE: Test of Normality and Heteroskedasticity
Date   Tue, 21 Feb 2012 23:18:45 -0600

Thank Cameron. I appreciate your help.

On Sat, Feb 11, 2012 at 8:16 PM, Cameron McIntosh <[email protected]> wrote:
> 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: [email protected]
>> To: [email protected]
>>
>> Thanks Nick for providing me with the link.
>>
>> Regards,
>>
>> Dan
>>
>> On Wed, Feb 1, 2012 at 6:41 AM, Nick Cox <[email protected]> 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
>> > [email protected]
>> >
>> > 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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