Dear Statalisters,
I am using the following code to generate the probit generalised residual:
Probit y x1 x2 x3
Predict lamdaz, xb
By id: gen ei=((2*y[1]-1)normalden(lamdaz))/normal((2*y[1]-1)*lamdaz)
Where y[1] is just the value of the dependent variable in t=1.
I am not sure, however, if I am using the right code as the predict newvar
command creates the probability F(xb) after probit where F(xb)= normal(xb).
Doesn't this mean that the denominator in the expression for ei above:
normal((2*y[1]-1)*lamdaz) is actually wrong and corresponds to something
like normal((2*y[1]-1)*normal{lamdaz})???
Is there anyway to isolate xb ? The only thing I know is that myprobit_d0
uses mleval 'xb'='b' and then gen 'lj'=norm('xb') if $ML_y1==1 ,but, have
not got any idea of how to proceed and isolate xb.
Would be most grateful if anyone could help me on this.
Georgios
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