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From |
svsteink@uni-osnabrueck.de |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Sun, 23 Oct 2011 11:25:16 +0200 (CEST) |

Ahhhh, my new code seemed to work in two datasets but the results in the third one indicate that it's still wrong: ____________________________ //In order to make the notations more comparable to Machin/Stewart (1990): local i = 1 gen constant = - _b[/cut1] while (`i' < e(k_cat)-1){ local u`i' gen u`i' = _b[/cut`=`i'+1'] - _b[/cut`i'] local i = `i' + 1 } //For notational brevity: predict `xb_hat', xb local i = 1 gen w0 = - `xb_hat' - constant while (`i' < e(k_cat)-1){ local w`i' gen w`i' = u`i' - `xb_hat' - constant local i = `i' + 1 } //Creates generalized residuals: gen `gen_r' = 0 replace `gen_r' = (-normalden(w0))/(normal(w0)) if (`y' == 0) replace `gen_r' = normalden(w`=`cut'-1')/(1 - normal(w`=`cut'-1')) /// if (`y' == `cut') local i = 1 while (`i' < `cut'){ replace `gen_r' = (normalden(w`=`i'-1') -normalden(w`i'))/ /// (normal(w`i')-normal(w`=`i'-1')) if (`y' == `i') local i = `i' + 1 } //diagnostics qui sum `gen_r1' gen zero = r(sum) di zero //should be zero ________________________ Many thanks, Sven > 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/ > > * * 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

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

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