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st: LR Test for intreg and tobit possible


From   Anita <[email protected]>
To   [email protected]
Subject   st: LR Test for intreg and tobit possible
Date   Wed, 30 Jan 2008 18:08:49 +0100

Dear Statalistmembers

I currently am doing research on testing the tobit model on heteroscedasticity.
In previous postings I learned that I can get robust estimates using the command "intreg". (is explained in the FAQ)
As I want to test if heteroscedasticity is present I want to do an LR-test, as in the description of intreg it is mentioned that it is a generalization of the tobit command.
So I thought I could use it as the unrestricted model.
I am not sure if this is the right thing to do and if it is, I would have to explain, what inreg actually does. (I don't know exactly, why it is a generalization).
Could someone give an answer to this question? I hope it is not to silly

Thanks, Anita
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