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static ProbitResults.resid_generalized()

statsmodels.discrete.discrete_model.ProbitResults.resid_generalized

static ProbitResults.resid_generalized() [source]

Generalized residuals

Notes

The generalized residuals for the Probit model are defined

$y\frac{\phi(X\beta)}{\Phi(X\beta)}-(1-y)\frac{\phi(X\beta)}{1-\Phi(X\beta)}$

Links:

http://statsmodels.sourceforge.net/stable/generated/statsmodels.discrete.discrete_model.ProbitResults.resid_generalized.html

doc_statsmodels

2017-01-18 16:18:32

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