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st: -Estout-, -tobit- and -nagelkerke-


From   "Herve STOLOWY" <[email protected]>
To   <[email protected]>
Subject   st: -Estout-, -tobit- and -nagelkerke-
Date   Thu, 24 Aug 2006 13:05:21 +0200

Dear Statalisters:

I use a -tobit- regression and -estout- (downloadable from ssc). I want to add the nagerlkerke statistic.

Here are my command lines:

tobit competence11 age1  conseil2 instit, ul
estimates store tobit1, title(Panel A)
fitstat

estadd tobit1 , stats(nagelkerke)

estout tobit1 using table7_test, replace cells ("b(fmt(%9.3f) label(Coefficients)) p(fmt(%9.3f))") stats (chi2 p  r2_p nagelkerke N, fmt(%9.3f %9.3f  %9.3f %9.0f) labels("Chi square" "p(chi2)"  "Pseudo R-square" "Nagelkerke" "Number of observations")) label  varlabels(_cons Constant)

With estout, on the line Nagerkerke, I get a 0 whereas I know with -fitstat- that the nagelkerke stat is not 0:

-fitstat-
 Cragg-Uhler(Nagelkerke) R2:      0.179.

Would you have an idea to explain this difference?

Best regards

Herv� Stolowy

***********************************************************
Professeur/Professor
Coordinateur du D�partement/Head of Department
HEC Paris
D�partement Comptabilit� Contr�le de gestion / Dept of Accounting and Management Control
1, rue de la Liberation
78351 - Jouy-en-Josas
France
Tel: +33 1 39 67 94 42 - Fax: +33 1 39 67 70 86
stolowy#hec.fr (replace # by @)
http://studies.hec.fr/web/stolowy

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