On Thu, 19 Apr 2001 10:27:40 -0400, "Junwook Chi" <[EMAIL PROTECTED]>
wrote:
> Hi everybody!
> I am doing Tobit analysis for my research and want to test regression
> hypotheses (Normality, Constant variance, Independence) using plots of
> residuals. I also want to check outliers and leverage. but I am not sure
> whether I could use these tests for the Tobit model (non-linear) or they
> apply only for linear regression. does anybody know it? thank you!
>
Does your Tobit model have *testing* as part of it?
Normality might not matter much for any of the models.
Statistical tests - any of them - depend on how you weight your cases.
So, constant variance matters (more or less). You can measure to see
how you get by.
Independence is a tricky notion, at times, but you surely need it.
It is best to assure independence from your model and your theory
if you can, because it can be tough to account for autocorrelation,
etc., after the fact. This is also, "If you want useful testing."
--
Rich Ulrich, [EMAIL PROTECTED]
http://www.pitt.edu/~wpilib/index.html
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