Bookmark and Share

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


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

Re: st: RE: RE: Test for Heteroskedasticity


From   Pattarawan Watcharaanantapong <chockyspice@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: RE: Test for Heteroskedasticity
Date   Tue, 24 Jan 2012 12:36:00 -0500

Thank you Steve.
I can use vce(robust).

Regards,
Tan

On Tue, Jan 24, 2012 at 12:32 PM, Steve Martin
<stephen.martin@york.ac.uk> wrote:
> If you can't test for hetero, can you use the vce(vcetype) option (perhaps
> with 'robust') to claim that you have attempted to deal with its potential
> consequences?
>
> Steve
>
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Pattarawan
> Watcharaanantapong
> Sent: 24 January 2012 17:26
> To: statalist@hsphsun2.harvard.edu
> Subject: Re: st: RE: RE: Test for Heteroskedasticity
>
> Sorry if I use the wrong word becaue I am not a native english speaker
> but I do not how to explain. My question looks silly for somebody but
> I have no strong background about using stata, I just start to use
> Tobit model, so I have no idea about it. Maybe, I might have too many
> variables. Thank you for Tony.
> Sorry Nick, if you use inappropriate word to you.
>
> Tan
>
> On Tue, Jan 24, 2012 at 11:39 AM, Nick Cox <n.j.cox@durham.ac.uk> wrote:
>> I'm with Tony here in the bemused corner of the stand.
>>
>> Quite what would the test be? Can you point to literature on an
> appropriate test? Even the idea of a residual seems problematic for a tobit
> model.
>>
>> Also, I am down as an author of -whitetst- (STB/SSC): the help says
> explicitly "-whitetst- is for use after -regress- or -cnsreg-", so invoking
> it is pointless and comment that it "does not work" is inappropriate.
>>
>> Nick
>> n.j.cox@durham.ac.uk
>>
>> Lachenbruch, Peter [Tony]
>>
>> 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.
>>
>> Pattarawan Watcharaanantapong
>>
>>        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.
>>
>> *
>> *   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/
>
> *
> *   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/
>
>
> *
> *   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/

*
*   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/


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