Hi guys. I'm doing criminology study with dependent variable data that is of the beset-with-zeroes, censored L-shaped distribution that plagues the field like a bad smell.
I'm using Tobit regression as one of my analyses, and have a couple of questions I hope someone might be able to help out on.
The first one is regarding the distinction between classic Tobit and heteroscedastic Tobit regression, as discussed by Sullivan et al (1995:
http://www.springerlink.com/content/p1p6843r074g6504/). I'd rather use heteroskedastic Tobit if possible, and I've noticed the QLIM manual refers to the procedure as 'Tobit with heteroscedasticity'. I'm a little confused in my interpretation of the manual, though, as to whether I need to use a specific command to estimate the Tobit model with the heteroscedasticity assumption relaxed, or is this the default?
The second question is about assumption checking - I'd really like to be able to bootstrap the conditional moments test for normality after Tobit estimation as described by Drukker (2002:
http://www.stata-journal.com/article.html?article=st0011). Is this possible in SAS?
I'm totally new to SAS so would appreciate advice in as 'for dummies' a manner as possible
😛 Sorry if I'm asking things I could find some other way, I have searched around as best I can!
:) Matt