Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: RE: Test for Heteroskedasticity

From   "Lachenbruch, Peter" <>
To   "" <>
Subject   st: RE: Test for Heteroskedasticity
Date   Tue, 24 Jan 2012 08:24:06 -0800

A couple of comments:
1.   Since Tobit seems to be working with truncated normals, doesn't this guarantee unequal variance?
2.   Can you interpret a regression model with 35 predictors?  I can't even in multiple regression.  

From: [] On Behalf Of Pattarawan Watcharaanantapong []
Sent: Tuesday, January 24, 2012 8:15 AM
Subject: st: Test for Heteroskedasticity

Dear Statalists,

        I need to test for Heteroskedasticity after I run Tobit model,
do anyone know about stata command to test for heteroskedaticity for
tobit model? I tried whitetst, hettest, and clad but they did not work
after running Tobit.

For example: I ran this regression below

tobit  y x1 x2 x3 x4 x5 x6 x7 x8 x9 x10 x11....x35 [pweight], ll(0)
last estimates not found

Therefore, I am not sure I use the right command to test for
Heteroskedasticity or not. Thank you so much.


*   For searches and help try:
*   For searches and help try:

© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index