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Re: st: wald test and Tobit model

From   "maartenbuis" <[email protected]>
To   [email protected]
Subject   Re: st: wald test and Tobit model
Date   Fri, 07 Jan 2005 17:47:50 -0000

--- Jennifer Sesabo <sesabo@d...> wrote:
> I am using tobit model and I can not find the command for wald test in
> normal Tobit model. 

The t-values in the output of tobit are Wald statistics (and actually
z-scores) of the hypothesis that the corresponding parameters are
zero. Other hypotheses can be tested using Wald tests with the -test-

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