Michal Kvasnička
2014-Mar-25 18:02 UTC
Residuals of tobit{AER} and testing distribution normality
Hallo. What are the residuals returned by resid() in this code? library(AER) m <- tobit(y ~ x1 + x2, data=dat) rr <- resid(m2, type = "response") Can I use them to test the normality of the random variable distribution this way? qqnorm(rr) shapiro.test(rr) And is it correct to handle heteroskedasticity of the model this way? coeftest(m2, vcov=sandwich) Many thanks for any help or hint. Best wishes, Michal Kvasnicka [[alternative HTML version deleted]]