Herve's code does not work because (a) the "nagelkerke.ado" does
not return anything and (b) the -calc()- suboption is misplaced.
The following should do:
> 1st ado.file: "nagelkerke.ado"
program nagelkerke, rclass // changed
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'
return local r2_nagelkerke `r2_nagelkerke' // added
end
> 2nd ado.file: _estout_stat_nagelkerke.ado
program _estout_stat_nagelkerke
quietly nagelkerke // changed
c_local value "`r(r2_nagelkerke)'" // changed
end
> In the master do file, I have the folowing syntax:
estout using logit_estout, replace ///
cells(b(fmt(%9.3f)) t p) ///
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)
ben
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