> I hope you can help me. I cannot find out how to check for
> heteroscedastisity and non-normality (and possible solutions to these
> problems) in
> 1) ordered logit model
> 2) tobit model with low and upper bounds.
-search tobit, all- gives some insight, including David Drukker's
normality test. I clearly remember I saw an -ml- routine that would model
heteroskedasticity in the tobit model (it should not be too complicated,
you would just need to write an extra equation to model sigma^2), so you
would be able to test for heteroskedasticity (modulus the correct
specification, of course) by the LR test having estimated both models. I
am not sure if it allowed both lower and upper boundaries. I was not able
to find anywhere in my archives nor in my Stata/ado directory though.
--- Stas Kolenikov
-- Ph.D. student in Statistics at UNC-Chapel Hill
- http://www.komkon.org/~tacik/ -- [email protected]
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