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Re: st: st: Interpreting BCTOBIT LM Test
From
urbain thierry YOGO <[email protected]>
To
[email protected]
Subject
Re: st: st: Interpreting BCTOBIT LM Test
Date
Tue, 3 Apr 2012 21:31:14 +0200
As far as the null hypothesis is that the Tobit model is correct, we
reject H0 if the critical values are less than the lm computed value.
For instance in your case, you reject the null hypothesis that the
Tobit model is the correct model (2.89347<165.22). Sorry for my
english
2012/4/2, Clifton Chow <[email protected]>:
> 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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--
*Urbain Thierry YOGO
P.h.D candidate in Economics*
*
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