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Re: st: model checking after ivprobit

From   Conor Hughes <>
Subject   Re: st: model checking after ivprobit
Date   Sat, 25 Sep 2010 19:58:25 -0500

After you run the probit, why not just do something along the lines of
-predict r, resid-, and then plot it and compare visually using
-kdensity r, normal-?  I'm sure there are ways to get numerical
estimates of your fit, but this should give you a rough idea.

- Conor
On Sat, Sep 25, 2010 at 6:18 PM, xueliansharon <> wrote:
>> Dear all,
> I estimate a ivprobit model with two endogenous variables, then I want to
> check whether probit model is the appropriate model, i.e. whether the
> assumptions of probit model are satisfied. So do I need to check the
> normality of the residuals? How to do this test? And is there any other test
> I need to do?
> Your help will be greatly appreciated.
> Best,
> Sharon
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Conor Hughes
Mathematics and Economics
University of Chicago 2011

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