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| From | urbain thierry YOGO <yogout@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: st: Interpreting BCTOBIT LM Test |
| Date | Tue, 3 Apr 2012 21:31:14 +0200 |
As far as the null hypothesis is that the Tobit model is correct, we reject H0 if the critical values are less than the lm computed value. For instance in your case, you reject the null hypothesis that the Tobit model is the correct model (2.89347<165.22). Sorry for my english 2012/4/2, Clifton Chow <clifton_chow@post.harvard.edu>: > Has anyone installed and executed a BCTOBIT specification check after > running a tobit model? Unlike other LM tests, the p-value isn't included > and so I am wondering if anyone know how to interpret the test quickly > without having to manually look up the chi-sq critical values? Below is > what I have when I did the bctobit specification check on my model: > > LM test of Tobit specification > Bootstrap critical values > lm %10 %5 %1 > 165.22 2.89347 4.1842294 7.6120915 > > Thanks > > * > * 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/ > -- *Urbain Thierry YOGO P.h.D candidate in Economics* * * 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/