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st: censored regression - testing for normal and homoscedastic residuals
From
"Anders, Christoph" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: censored regression - testing for normal and homoscedastic residuals
Date
Tue, 31 May 2011 15:37:39 +0000
I conducted a regression with right-censored variables using the cnreg command.
Since I suppose the residuals to be both heteroscedastic and not normally distributed, I would like to conduct some tests to proof it.
But the commands I usually use - estat hettest and estat imtest - seem not to work here.
Anybody who knows how to test for normally distributed and heteroscedastic residuals when having used cnreg?
Thanks in advance!!
Regards,
Christoph
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