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
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