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st: Drawing residuals from a Gumbel distribution


From   Mirriam Gee <mirrgee@googlemail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Drawing residuals from a Gumbel distribution
Date   Wed, 18 Aug 2010 11:40:33 +0200

Hi all,

I am working with a Discrete Labour Supply Model (Binomial logit
model). My question is how can I draw a set of residuals from ‘Extreme
value- type 1 (Gumbel) distribution `  as explained in:

http://ged.u-bordeaux4.fr/ceddt114.pdf
Page 7 (last paragraph)

https://www.gtap.agecon.purdue.edu/resources/download/3712.pdf
Page 11 (last paragraph)



Thank you

Mirriam

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