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st: bivariate probit and generalised residuals

From   Emilia Del Bono <>
To   Statalist <>
Subject   st: bivariate probit and generalised residuals
Date   Fri, 24 Feb 2012 15:23:26 +0000

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 Del Bono (
University of Essex
Wivenhoe Park
Colchester CO4 3SQ
Tel: +44 (0)1206 873569
Fax: +44 (0)1206 873151

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