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st: AW: Generalized residuals after ordered probit estimation


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
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