Hi Georgios
As long as you use the xb option following predict you get xb rather
than F(xb), which is the default.
Another way to calculate xb would be to use the -matrix score- command as in:
sysuse auto
probit foreign weight mpg
matrix b = e(b)
matrix score xb = b
Hope this helps.
Arne
On 13/09/06, [email protected] <[email protected]> wrote:
Dear Statalisters,
I am using the following code to generate the probit generalised residual:
Probit y x1 x2 x3
Predict lamdaz, xb
By id: gen ei=((2*y[1]-1)normalden(lamdaz))/normal((2*y[1]-1)*lamdaz)
Where y[1] is just the value of the dependent variable in t=1.
I am not sure, however, if I am using the right code as the predict newvar
command creates the probability F(xb) after probit where F(xb)= normal(xb).
Doesn't this mean that the denominator in the expression for ei above:
normal((2*y[1]-1)*lamdaz) is actually wrong and corresponds to something
like normal((2*y[1]-1)*normal{lamdaz})???
Is there anyway to isolate xb ? The only thing I know is that myprobit_d0
uses mleval 'xb'='b' and then gen 'lj'=norm('xb') if $ML_y1==1 ,but, have
not got any idea of how to proceed and isolate xb.
Would be most grateful if anyone could help me on this.
Georgios
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