Dear Stata users,
Could someone guide me as to what specification tests I can run after a Tobit Random Effects model for a two-year panel data ? Notably, tobit models are particularly sensitive to te breakdown of the assumption of the normality of the disturbances. I am aware of the conditional moment test for testing the null hypothesis of normality (tobcm in Stata). Does such a test exist for a Tobit random effects model ? Otherwise, could someone point me to an article or a text book that covers the issue of specification testing after Tobit RE ?
Thanks a lot for your help,
Thi Minh
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