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Re: st: Re: model checking after ivprobit

From   Conor Hughes <>
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 <> 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" <> 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
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Conor Hughes
Mathematics and Economics
University of Chicago 2011

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