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Re: st: Re: model checking after ivprobit


From   Conor Hughes <cbhughes@uchicago.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Re: model checking after ivprobit
Date   Sun, 26 Sep 2010 00:54:13 -0500

True, that was my mistake.  I overlooked that you were doing a probit,
which is integral to your question.  Anyway, you can get deviance
residuals in postestimation with probit in Stata, using the -deviance-
option with -predict-.  Deviance residuals would be much more suited
to probit regression than standard residuals anyway, in most cases.

- Conor

On Sat, Sep 25, 2010 at 9:31 PM, Conor Hughes <cbhughes@uchicago.edu> wrote:
> True, that was my mistake.  But you can get deviance residuals
> postestimation with probit,  using the -deviance- option with -predict-,
> which would actually be more appropriate to use with probit.
>
> - Conor
>
> On Sep 25, 2010 8:52 PM, "xueliansharon" <xuelianstata@gmail.com> wrote:
>> Conor,
>>
>> Thanks for your suggestion. The problem is that I can't run "predict r,
>> residuals" after probit, since option "residuals" is not allowed after
>> probit estimation.
>>
>> Any other idea? And I would appreciate a lot if some numerical methods for
>> testing normality of the residual could be provided.
>>
>> Sharon
>> --
>> View this message in context:
>> http://statalist.1588530.n2.nabble.com/model-checking-after-ivprobit-tp5570987p5571170.html
>> Sent from the Statalist mailing list archive at Nabble.com.
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>



-- 
Conor Hughes
Mathematics and Economics
University of Chicago 2011

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