statsmodels.discrete.discrete_model.ProbitResults.resid_generalized¶
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ProbitResults.
resid_generalized
¶ Generalized residuals
Notes
The generalized residuals for the Probit model are defined
\[y\frac{\phi(X\beta)}{\Phi(X\beta)}-(1-y)\frac{\phi(X\beta)}{1-\Phi(X\beta)}\]