In　this　paper,　we　investigate　the　adequate　check　of　the　parametric　Tobit　model.　A　Cramer-Von　Mises　type　test　statistic　is　constructed,　and　its　asymptotic　properties　under　the　null　and　alternative　hypotheses　are　rigorously　studied.　The　method　is　effective　for　the　adequacy　check　of　parametric　regression　models　with　a　scalar　or　multivariate　covariate.　Furthermore,　it　avoids　the　nonparametric　smoothing　of　the　regression　function　and　the　choice　of　the　smoothing　parameter.　Simulation　studies　are　conducted　to　compare　the　performance　of　the　proposed　test　procedure　and　the　existing　methods　in　the　literature.　A　real　data　set　of　income　is　analyzed　by　applying　the　proposed　method.