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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 13:56:08 -0500

Ok,thank you Nick.

Tan

On Tue, Jan 24, 2012 at 1:43 PM, Nick Cox <n.j.cox@durham.ac.uk> wrote:
> There's no point of English at stake here.
>
> The help for -whitetst- explains that it is intended for use after -regress- or -cnsreg-. It makes no sense to try to use it after -tobit-.
>
> Looking at the others, -clad- (STB) also seems completely unrelated to -tobit-.
>
> The more important question is: If there is a standard test for heteroscedasticity after -tobit-, why didn't StataCorp provide it?
>
> Nick
> n.j.cox@durham.ac.uk
>
> Pattarawan Watcharaanantapong
>
> 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.
>>
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