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From | Fabien Bertho <fabien.bertho@sciences-po.org> |
To | statalist@hsphsun2.harvard.edu |
Subject | st: Tobit residuals, homoscedasticity and normality |
Date | Fri, 28 Oct 2011 12:01:00 +0200 (CEST) |
Hello, I am running a (censored data) tobit model and I would like to test for the assumptions of homoscedasticity and normality. First, I would like to examine residuals. Please, would you know, how to compute and extract tobit residuals -- i.e. generalized tobit residuals and not OLS-like residuals? Then, would you know statistical tests that would be more appropriate than a ?visual inspection?? (my tobit is lower bound, hence I cannot use the -tobcm- command) Thank you for your help Fabien BERTHO -------------------------------------------------------------------------- Tous les courriers électroniques émis depuis la messagerie de Sciences Po doivent respecter des conditions d'usages. Pour les consulter rendez-vous sur http://www.ressources-numeriques.sciences-po.fr/confidentialite_courriel.htm * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/