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tobit model: test normality assumption and heteroskedacity

Posted: Fri Sep 02, 2011 4:57 am
by maaariiianne
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

Re: tobit model: test normality assumption and heteroskedaci

Posted: Tue Sep 06, 2011 9:32 am
by EViews Glenn
EViews doesn't have one built-in.

Our reading of the literature is that none of the current tests performs very well. In principle, you could compute them yourself, but unfortunately, we don't have any built-in. Sorry.

:(