normality and homoskedasticity assumptions

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Larue_Bruno
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normality and homoskedasticity assumptions

Post by Larue_Bruno » Thu May 30, 2019 9:33 pm

I enjoyed very much your presentation. I just want you to be aware that tobit estimators are very sensitive to the presence of non-normal and heteroskedastic residuals. You may want to check whether the standard assumptions about normal errors and constant variance hold.

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