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st: Re: model checking after ivprobit


From   xueliansharon <xuelianstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Re: model checking after ivprobit
Date   Sun, 26 Sep 2010 07:09:41 -0700 (PDT)

Conor,

Thanks for your recommendation. But the option "deviance" is not allowed
after ivprobit,(it's allowed after probit), so do you have any other idea
about computing the residuals and testing their normality?

Thanks,
Sharon



Quote: Sep 26, 2010; 01:54am — by 	 	 Conor Hughes
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 
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