Diagnostics Tobit and double-hurdle model

[LEE CHAN]

Hi everyone, I'm a newbie Stata
And I am learning about tobit and double-hurdle model, then i found the tests as in the picture. i searched but i cant find the command to solve that. can you help me?

[George Ford]

The normality/homoscedasticity are just tests on the error's properties. The specific tests are unspecified in the paper. The Vuong test is used for teh DH v Heckman (see this https://www.statalist.org/forums/for...nnested-models), and a LR test for the T v. DH model. I think the LR test is just -2(logL_tobit - logL_hurdle), which is distributed as chi2. The df is the differences in the number of parameters between the two models (hurdle has more). See https://link.springer.com/article/10...%20significant..

[George Ford]

I have rewritten tobcm (Pagan and Vella 1989 test of normality) for modern versions but can't post here from some reason. Send me a direct message with your email and I'll share the update.

[LEE CHAN]

George Ford I texted you