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st: st: Interpreting BCTOBIT LM Test


From   "Clifton Chow" <clifton_chow@post.harvard.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: st: Interpreting BCTOBIT LM Test
Date   Mon, 02 Apr 2012 11:42:48 -0500

Has anyone installed and executed a BCTOBIT specification check after running a tobit model?  Unlike other LM tests, the p-value isn't included and so I am wondering if anyone know how to interpret the test quickly without having to manually look up the chi-sq critical values?  Below is what I have when I did the bctobit specification check on my model:

LM test of Tobit specification 
                   Bootstrap critical values
    lm        %10       %5        %1
   165.22   2.89347  4.1842294 7.6120915

Thanks

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