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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)}

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