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  • saving residuals after mlogit

    Hello everyone,

    Can I kindly ask how I can save the predicted residuals for a multinomial regression?

    After I run the regression mlogit Y X1 X2
    I type predict res, rstandard and it seems there is not such an option,

    Any guidance on how I can proceed would be highly appreciated,

    Kind regards,
    Elena

  • #2
    generally the residuals are not of interest here; why do you want them?

    at any rate, you can get them by obtaining the predicted probabilities and working from there (but be careful to define exactly what you want as the residuals are not clearly defined); see
    Code:
    help mlogit postestimation##predict

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