Dear statisticians,
I am using two stage residuals inclusion method to study the relationship between health status and employment status. I am using a longitudinal dataset. My first stage is an ordered probit and second stage is a probit regression. I want to calculate the residuals of the first stage of estimation to include in the second stage as a regressor. Stata does not provide residuals after xtoprobit. I GREATLY appreciate if anyone would help me with it. I searched a lot but no solution
Thanks,
Maryam
I am using two stage residuals inclusion method to study the relationship between health status and employment status. I am using a longitudinal dataset. My first stage is an ordered probit and second stage is a probit regression. I want to calculate the residuals of the first stage of estimation to include in the second stage as a regressor. Stata does not provide residuals after xtoprobit. I GREATLY appreciate if anyone would help me with it. I searched a lot but no solution
Thanks,
Maryam
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