Dear Ben:
I used the new version of estout but still face some difficulty. I am obliged to provide some elements of programming.
Following your suggestions, I created several ado.files:
1st ado.file: "nagelkerke.ado"
program nagelkerke
local n=e(N)
local ml=e(ll)
local ml0=e(ll_0)
local k= e(df_m)
local r2_mcfadden = 1 - `ml'/`ml0'
local r2_cox = `r2_mcfadden' * (`n'-`k'-3) / (`n'-1)
local r2_nagelkerke = `r2_cox' / (1 - exp(2/`n'*`ml0'))
display `n'
display `ml'
display `ml0'
display `k'
display `r2_mcfadden'
display `r2_cox'
display `r2_nagelkerke'
end
2nd ado.file: _estout_stat_nagelkerke.ado
program _estout_stat_nagelkerke
nagelkerke
c_local value "`r2_nagelkerke'"
end
In the master do file, I have the folowing syntax:
estout using logit_estout, replace cells (b(fmt(%9.3f)) t(fmt(%9.3f)) p(fmt(%9.3f))) stats (chi2 N r2_p calc(nagelkerke), fmt(%9.3f %9.0f %9.3f %9.3f) labels("Chi square" "Number of observations" "Pseudo R-square" "Nagelkerke R-square")) label varlabels(_cons Constant)
Everything works, except that I do not get any figure on the "Nagelkerke r-square" line. I have no error message.
I made several checks:
- I am sure of the computation of the Nagelkerke r-square because the ado.file works separately.
- The two ado.files are located in the right directory.
Could you help me to find what's going wrong?
Best regards
Herve Stolowy
***********************************************************
HEC Paris
D�partement Comptabilit�-Contr�le de gestion / Dept of Accounting and Management Control
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Tel: +33 1 39 67 94 42
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[email protected]
http://campus.hec.fr/profs/stolowy/perso/home.htm
>>> [email protected] 09/10/04 10:47 PM >>>
Herve wrote:
> After a logit, I created a do-file which computes the Nagelkerke R2.
>
> I would like to add this figure to the table of results with
> estout. Is it possible?
It is possible, needs some minimal programming, though (see the
"Programming subroutines" section in the helpfile; further
explanations are given in the file "_estout_stat_p.ado",
which is part of the -estout- package).
(Please make sure that you are running the latest version
of -estout-!)
Suppose your program is called -Nagelkerke- and returns
Nagelkerke R2 in -r(nagelkerke)-. Then save the program
program _estout_stat_nagelkerke
Nagelkerke
c_local value "`r(nagelkerke)'"
end
as "_estout_stat_nagelkerke.ado" in the current directory
or somewhere else in the ado-path (or just include the
program in your do-file). Then type
. estout ..., stats(chi2 N r2_p, calc(nagelkerke))
To change the order of the statistics, type, e.g.
. estout ..., stats(chi2 N nagelkerke r2_p, calc(nagelkerke))
Another possibility is, of course, to write a program which
adds e(nagelkerke) to the e-returns of the estimates.
ben
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