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st: How to calculate the residuals of an ordered probit model?


From   "Pascal Stock" <pascalstock@freenet.de>
To   <stock@corporate-finance-mannheim.de>, <statalist@hsphsun2.harvard.edu>
Subject   st: How to calculate the residuals of an ordered probit model?
Date   Wed, 19 May 2010 18:11:59 +0200

Hello STATAusers,

searching in my econometrics textbooks and in the internet I found a formula
how to calculate the residuals of an ordered probit model. How to calculate
the standard deviation of the residuals, however, is nowhere explained. How
do you calculate the residuals of an ordered probit model? I need those to
check whether the residuals are correlated with the residuals of a second
stage probit regression of a two-stage selection model based on Heckman
(1976, 1979) to examine the selection.

Kind regards

Pascal

____________________________________________
Pascal Stock, M.Sc. M.A. 
Ph. D. Candidate in Finance
Center for Doctoral Studies in Business
Graduate School of Economic and Social Sciences
& Chair of Corporate Finance
University of Mannheim

Phone: +49 (0) 621 - 181 3774
Mobile phone: +49 (0) 178 - 4981887
Email: stock@corporate-finance-mannheim.de
Internet: http://cdsb.uni-mannheim.de & http://cf.bwl.uni-mannheim.de 

Schloss, Mittelbau, Room M114
68131 Mannheim
Germany




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