Herve wrote:
> Some time ago, I asked several questions concerning estout, especially
> one on the inclusion of the Nagelkerke R2 in a logit regression. Ben
> Jann helped me a lot and I found the solution with the
> following syntax:
>
> estout Balance_sheet Income_statement using estout_logit,
> replace cells
> ("b(fmt(%9.3f)) t(fmt(%9.3f) label(z)) p(fmt(%9.3f))") stats (chi2 p N
> r2_p, calc(p nagelkerke) fmt(%9.3f %9.3f %9.0f %9.3f %9.3f)
> labels("Chi
> square" "p(chi2)" "Number of observations" "Pseudo R-square"
> "Nagelkerke
> R-square")) label varlabels(_cons Constant)
...
> My question is simple. Is it possible to get the same output as I had
> with the above-mentioned syntax (adopting the new estout syntax)?
Yes, definitely. The main difference is, however, that the calculation
of extra statistics has to be done in advance with the new version.
Suppose that you are using the following subroutine with the old
version of -estout-:
program define _estout_stat_nagelkerke
... [commands calculating nagelkerke] ...
c_local value `nagelkerke'
end
For use with the new version, change the program to
program define _estadd_nagelkerke, eclass
... [commands calculating nagelkerke] ...
ereturn scalar nagelkerke = `nagelkerke'
end
(note that the name of the program starts with "estadd", not
"estout"; see -help estadd-) and then type
estadd Balance_sheet Income_statement, stats(nagelkerke)
estout Balance_sheet Income_statement using estout_logit,
replace cells("b(fmt(%9.3f)) t(label(z)) p")
stats(chi2 p N r2_p nagelkerke r2_p,
fmt(%9.3f %9.3f %9.0f %9.3f %9.3f)
labels("Chi square" "p(chi2)" "Number of observations"
"Pseudo R-square" "Nagelkerke R-square"))
label varlabels(_cons Constant)
The new procedure might seem to be more involved than the
old one. However, it is much more consistent and actually
much easier to handle and more efficient than the old
method in most cases.
Cheers,
ben
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