Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

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. 

Jennifer:
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-
command.
regards,
Maarten



*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index