I would like to test the normality assumption of the errors and test for heteroskedacity in the tobit model. I have been reading about it but could not find out what tests are available in eViews for the Tobit model.
I would very much appreciate any kind of help.
Thank you and all the best,
Marianne
Search found 4 matches
- Fri Sep 02, 2011 4:57 am
- Forum: Estimation
- Topic: tobit model: test normality assumption and heteroskedacity
- Replies: 1
- Views: 2577
- Tue Sep 07, 2010 10:15 am
- Forum: Econometric Discussions
- Topic: interpretation of regression output
- Replies: 0
- Views: 2802
interpretation of regression output
Dear all, I have read a lot today on the interpretation of the regression output but it is still not clear to me. I used a tobit regression model: ED=b0 + b1ex + b2exw+ b3edu + b4nr+ b5val + b6si + b7dy + u where ED= monthly electricity demand per household in kWh Ex= expenditures on durables Ex= ex...
- Tue Aug 03, 2010 10:46 am
- Forum: Estimation
- Topic: estimating latent demand
- Replies: 3
- Views: 3743
Re: estimating latent demand
Thanks a lot for your answer. Unfortunately when using the "Index-Expected latent variable", differently to when using the "expected dependent variable" I get mainly negative values. I guess I need to change the regression, as a demand can not be really negative. What do you thin...
- Tue Aug 03, 2010 1:25 am
- Forum: Estimation
- Topic: estimating latent demand
- Replies: 3
- Views: 3743
estimating latent demand
I have a household survey of Kenya and I used it to estimate a Tobit regression for electricity demand. Now I would like to derive the latent electricity demand for households not connected to the electricity grid. I would be very grateful for any kind of help on how to do that. Thanks a lot and all...