I would like to know if we need to test the assumption of residuals' normality when we have probit model? And if this assumption is violated how can I correct it with Stata?
In the case of Probit model, how can I calculate the pearson matrix using Stata?
1) Probit is part of family of generalized linear models (GLM). You can use deviance as a analysis of model fit.
2) Do you mean covariance of regressors? If that is so then you need an information matrix..