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st: RE: Test for Heteroskedasticity


From   "Lachenbruch, Peter" <Peter.Lachenbruch@oregonstate.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
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.  
Tony

________________________________________
From: owner-statalist@hsphsun2.harvard.edu [owner-statalist@hsphsun2.harvard.edu] On Behalf Of Pattarawan Watcharaanantapong [chockyspice@gmail.com]
Sent: Tuesday, January 24, 2012 8:15 AM
To: statalist@hsphsun2.harvard.edu
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)
whitetst
last estimates not found

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

Regards,
Tan

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