Why? I guess a developer thought it redundant,
or didn't think it important, or forgot, or something.
How about
. di sqrt(e(rss)/e(df_r))
or
. di sqrt($S_E_sse/$S_E_tdf)
?
Nick
[email protected]
Clive Nicholas
>
> Hiya! After successfully running some LSDV models using
> -areg-, I noticed
> that -ereturn list- does not leave behind the root mean square error
> statistic:
>
> . ereturn list
>
> scalars:
> e(df_m) = 16
> e(F) = 1746.492201130313
> e(N_clust) = 22
> e(N) = 3348
> e(rss) = 23432.47890079566
> e(ll) = -8007.808272706308
> e(ll_0) = -10991.48682709329
> e(tss) = 146006.1711319851
> e(r2) = .8395103527534229
> e(ar2) = .8050947571355974
> e(df_r) = 21
> e(df_a) = 575
>
> macros:
> e(cmd) : "areg"
> e(predict) : "areg_p"
> e(depvar) : "conch"
> e(wtype) : "pweight"
> e(wexp) : "= weight"
> e(absvar) : "pano"
> e(clustvar) : "region"
> e(vcetype) : "Robust"
>
> matrices:
> e(b) : 1 x 17
> e(V) : 17 x 17
>
> functions:
> e(sample)
>
> It seems odd that this statistic is not returned, since it is
> reported by
> default in -areg-. If I want to include it 'automatically'
> for -estout- or -outreg- purposes, how could I do so? Ta.
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