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st: bivariate probit and generalised residuals
From
Emilia Del Bono <[email protected]>
To
Statalist <[email protected]>
Subject
st: bivariate probit and generalised residuals
Date
Fri, 24 Feb 2012 15:23:26 +0000
Hi,
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
--
----------------------------------------------------
Emilia Del Bono ([email protected])
ISER
University of Essex
Wivenhoe Park
Colchester CO4 3SQ
UK
Tel: +44 (0)1206 873569
Fax: +44 (0)1206 873151
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