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Re: st: Re: model checking after ivprobit
From
Conor Hughes <[email protected]>
To
[email protected]
Subject
Re: st: Re: model checking after ivprobit
Date
Sun, 26 Sep 2010 00:54:13 -0500
True, that was my mistake. I overlooked that you were doing a probit,
which is integral to your question. Anyway, you can get deviance
residuals in postestimation with probit in Stata, using the -deviance-
option with -predict-. Deviance residuals would be much more suited
to probit regression than standard residuals anyway, in most cases.
- Conor
On Sat, Sep 25, 2010 at 9:31 PM, Conor Hughes <[email protected]> wrote:
> True, that was my mistake. But you can get deviance residuals
> postestimation with probit, using the -deviance- option with -predict-,
> which would actually be more appropriate to use with probit.
>
> - Conor
>
> On Sep 25, 2010 8:52 PM, "xueliansharon" <[email protected]> wrote:
>> Conor,
>>
>> Thanks for your suggestion. The problem is that I can't run "predict r,
>> residuals" after probit, since option "residuals" is not allowed after
>> probit estimation.
>>
>> Any other idea? And I would appreciate a lot if some numerical methods for
>> testing normality of the residual could be provided.
>>
>> Sharon
>> --
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>> Sent from the Statalist mailing list archive at Nabble.com.
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>
--
Conor Hughes
Mathematics and Economics
University of Chicago 2011
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