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st: RE: -Estout-, -tobit- and -nagelkerke-
This is odd. Can you please execute
. tobit competence11 age1 conseil2 instit, ul
. fitstat
. estadd coxsnell
. estadd nagelkerke
and provide a copy of the output?
ben
> -----Original Message-----
> From: [email protected] [mailto:owner-
> [email protected]] On Behalf Of Herve STOLOWY
> Sent: Thursday, August 24, 2006 1:05 PM
> To: [email protected]
> Subject: st: -Estout-, -tobit- and -nagelkerke-
>
> 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
>
> ***********************************************************
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> HEC Paris
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>
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