How to do heteroskedasticity test for tobit?

[shahla ebrahimi]

I would greatly appreciate if you could let me know how to test for heteroskedasticity if we use tobit command?

tobit efficiency growth age ll ul

As I searched, tobithetm is used to estimate a tobit model when there is heteroskedasticity, but how to test for the presence of heteroskedasticity?

tobithetm efficiency growth age

Thanks in advance.

[John Mullahy]

Shahla: I am not familiar with tobithetm. However, if the model for the nonnegative outcome efficiency is a Tobit then the model for the corresponding binary outcome of whether or not efficiency is greater than zero is necessarily a probit that has all the same properties (including possible heteroskedasticity) inherited from the underlying conditional-on-x normal distribution. As such, you could test for Tobit heteroskedasticity using the hetprobit command. This may not be as powerful as testing directly for Tobit model heteroskedasticity, but it is certainly easy to do in Stata.