[Limdep Nlogit List] tobit heteroscedasticity

Thornburg, Steven sthornburg at wsu.edu
Wed Sep 30 07:54:38 EST 2009


 

Does this indicate heteroscedasticity

 

LM test [df] for tobit=     33.225[  7]

 

If so

Does  including 

;hetero

Adjust for this or provide a estimate of the degree of
heteroscedasticity

 

How do I print this in the output?

 

-------------------------------------

Steven Thornburg, Ph.D. CPA

Assistant Professor

Todd 237F

Department of Accounting

Washington State University

Pullman, WA 99164

Voice:  (509) 335-2222

Fax:      (509) 335-4275

 



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