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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 12:02:35 +0200 (CEST) |

This time it has been a typo: "gen u`i' = _b[/cut`=`i'+1'] - _b[/cut`i']" has to be "gen u`i' = _b[/cut`=`i'+1'] - _b[/cut1]" Why do I feel like I talk to myself? (Memo: Think twice about your problem before sending an e-mail) Sorry ...again, Sven > 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/ > > * * 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/

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

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

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