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st: Generalized (probit) residuals


From   Michael Furukawa <mifuruka@wharton.upenn.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Generalized (probit) residuals
Date   Thu, 25 Dec 2003 11:39:15 -0500 (EST)

Can anyone help me with how to calculate the generalized (probit)
residuals based on Gourieroux et.al. (1987, Journal of Econometrics)?

thanks,
Mike Furukawa
PhD Candidate
Wharton/University of Pennsylvania

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