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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