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st: bivariate probit and generalised residuals


From   Emilia Del Bono <edelbono@essex.ac.uk>
To   Statalist <statalist@hsphsun2.harvard.edu>
Subject   st: bivariate probit and generalised residuals
Date   Fri, 24 Feb 2012 15:23:26 +0000

Hi,
I am trying to obtain the residuals from a bivariate probit model. I know how to derive the generalised residuals for a univariate probit, as discussed in Gourieroux et al. (1987), but I have not seen the same type of
residuals derived for the bivariate probit in any statistical textbook or
paper. Does anyone know where I can find some help? Has anyone done it using STATA?
Many thanks,
Emilia

--

----------------------------------------------------
Emilia Del Bono (edelbono@essex.ac.uk)
ISER
University of Essex
Wivenhoe Park
Colchester CO4 3SQ
UK
Tel: +44 (0)1206 873569
Fax: +44 (0)1206 873151

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