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Re: st: probit residuals


From   Paul Millar <paul.millar@shaw.ca>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: probit residuals
Date   Thu, 17 May 2007 02:52:24 -0600

You can easily generate the residuals manually. I assume that you want the squared residual based on the probability value (as opposed to the actual prediction of zero or one).

sysuse auto
probit foreign price mpg weight
predict phat
gen resid=(foreign-phat)^2

- Paul

At 02:34 PM 16/05/2007, you wrote:

Maarten L. Buis wrote
--- Philip Ender wrote:
Stata's logit camand can compute several types of residuals but
probit does not compute any residuals at all. Why is probit
different from logit with respect to residuals?

--- Maarten L. Buis wrote
You can get those residuals when estimating that model with -glm-.

--- Philip Ender wrote:
Thanks Maarten, that helps a lot.  But it still leaves unanswered why
you can't compute residuals after the probit command.

I know that my answer didn't answer your question, and neither does
this answer, the true answer is that I don't know the answer, just a
quick workaround.

Maarten "doesn't know all the answers" Buis
Maarten-

You are being much too harsh on yourself.  So far, there is only one
question that you don't know the answer to. Maybe your signature could
be...

Maarten "knows all but one answer" Buis

--
Phil Ender
Statistical Consulting Group
UCLA  Academic Technology Services
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