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From |
svsteink@uni-osnabrueck.de |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: AW: Generalized residuals after ordered probit estimation |

Date |
Sun, 23 Oct 2011 10:28:41 +0200 (CEST) |

Dear Stata-Listers, My problems cleared up after I found this page: http://www.stata.com/support/faqs/stat/ologit_con.html Sorry to have bothered you, Sven -----Ursprüngliche Nachricht----- Von: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von svsteink@Uni-Osnabrueck.DE Gesendet: Samstag, 22. Oktober 2011 19:43 An: statalist@hsphsun2.harvard.edu Betreff: st: Generalized residuals after ordered probit estimation Dear Stata-Listers, I have some problems in calculating the generalized residuals after the estimation of an ordered probit model. For y = [0,1,2] it should be something like this: predict `xb_hat', xb gen r = 0 replace r = (-normalden(_b[/cut1] - xb_hat))/(normal(_b[/cut1] - xb_hat)) if (y == 0) replace r = (normalden(_b[/cut1] - xb_hat) - normalden(_b[/cut2] - xb_hat))/(normal(_b[/cut2] - xb_hat)-normal(_b[/cut1] - xb_hat)) if (y == 1) replace r = normalden(_b[/cut2] - xb_hat)/(1 - normal(_b[/cut2] - xb_hat)) if (y == 2) Unfortunately, the sum of my residuals is never even close to zero. Do you have any advice? Perhaps I didn't really understood Stata's parameterization of the constant/cutpoints? Thanks, Sven * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: AW: Generalized residuals after ordered probit estimation***From:*svsteink@uni-osnabrueck.de

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