statsmodels.discrete.discrete_model.ProbitResults.resid_generalized¶

ProbitResults.resid_generalized¶

Generalized residuals

Notes

The generalized residuals for the Probit model are defined

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