Bootstrapping a Conditional Moments Test for Normality after Tobit Estimation
نویسندگان
چکیده
منابع مشابه
A Test on the Normality in the Tobit Model
We propose an alternative Hausman test for normality in the Tobit model. Unlike the previous tests by Ruud (1984) or Newey (1987), our test compares the Tobit estimator to an estimator which is consistent both under the null hypothesis and under the alternative hypothesis. To do so, it utilizes a purely nonparametric estimator for the Tobit model proposed by Newey (1999b) and Jeong (2004). We p...
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ژورنال
عنوان ژورنال: The Stata Journal: Promoting communications on statistics and Stata
سال: 2002
ISSN: 1536-867X,1536-8734
DOI: 10.1177/1536867x0200200202