Re: st: outreg- including Heckman estimation results

[Suryadipta Roy <sroy2138@gmail.com>]

John,
Thank you very much for the detailed comments. I did try to work on
the lines on the lines that you have suggested (following the help
file for -outreg- and -estat- ), but missed out the  mat es_ic = r(S)
command.

Sincerely,
Suryadipta.

On Tue, Mar 5, 2013 at 10:46 PM, John Luke Gallup <jlgallup@pdx.edu> wrote:
> Suryadipta,
>
> You are correct that you can include the AIC or BIC statistics using the
> -addrows- option of -outreg-.  The reason your code below doesn't work is
> that the AIC statistic is not stored in e(AIC) by -estat ic-.  Instead, it
> is stored (rather awkwardly) in the matrix r(S).  If the AIC statistic were
> stored in e(AIC), you could have included it to your -summstat- option.
>
> You cannot access individual elements of r() matrices, so it is necessary
> to copy r(S) into a regular Stata matrix.  From there I put the AIC
> statistic in the local variable "AIC".  The "display" in -local AIC :
> display ...- applies a 1 decimal place format on the value of AIC.  The code
> below does the job:
>
> tobit depvar `controls'  , ll(0)
> estat ic
> mat es_ic = r(S)
> local AIC : display %4.1f es_ic[1,5]
> outreg, summstat(N \ r2_p \ ll ) ///
>         summtitle(# of observations \ Pseudo R-squared \ log-likelihood )
> ///
>         addrows("AIC", "`AIC'")
>
> You could access the BIC statistic with the following command:
> local BIC : display %4.1f es_ic[1,6]
>
> John
>
> On Mar 5, 2013, at 10:15 AM, Suryadipta Roy <sroy2138@gmail.com> wrote:
>
>> I had a related query as to whether it is possible to obtain the AIC/
>> BIC test statistics using the -addrows- option after -outreg- . For
>> example, I have been running the following commands but have not been
>> able to obtain the AIC or the BIC result on the table. I would very
>> much appreciate some help to get this right.
>>
>> tobit depvar `controls'  , ll(0)
>> estat ic
>> outreg, summstat(N \ r2_p \ ll ) summtitle(# of observations \ Pseudo
>> R-squared \ log-likelihood ) addrows("AIC", "`e(AIC)'") merge
>>
>> Any help is greatly appreciated.
>>
>> Sincerely,
>> Suryadipta.
>>
>> On Sun, Mar 3, 2013 at 2:02 AM, John Luke Gallup <jlgallup@pdx.edu>
>> wrote:
>>> Suryadipta,
>>>
>>> You have found a bug, which only occurs when you use the -keep- option
>>> of -outreg- in a multi-equation estimation (like -heckman-) and then use the
>>> -eq_merge- option.  I had never tried this combination before.
>>>
>>> Until I fix the underlying bug, you can get around the problem by
>>> changing -keep(var1 var2 var3)- in the -heckman- command to
>>> -keep(ln_var:var1 var2 var3 depvar:var1 var2 var3)-.
>>>
>>> John
>>>
>>> On Mar 1, 2013, at 3:37 PM, Suryadipta Roy <sroy2138@gmail.com> wrote:
>>>
>>>> Dear Statalisters,
>>>>
>>>> I am using -outreg- to create estimation tables of my regressions.
>>>> However, there seems to be a huge proliferation of columns following
>>>> -heckman- , and I was wondering if someone can help with getting it
>>>> right. My commands are as follows:
>>>>
>>>> tobit ln_var `controls', ll(0) vce(cluster pair)
>>>>
>>>> outreg using mytables, bdec(2) squarebrack keep(var1 var2 var3)
>>>> starlevels(10 5 1) sigsymbols(+,*,**) summstat(N \ r2_p) summtitle(#
>>>> of observations \ Pseudo R-squared) ctitle("", Tobit model)
>>>> note(Cluster robust standard errors in brackets) merge /* this creates
>>>> the first column with the tobit regression results */
>>>>
>>>> probit depvar `controls' selection_var , vce(cluster pair)
>>>>
>>>> outreg using mytables, bdec(2) squarebrack keep(var1 var2 var3)
>>>> starlevels(10 5 1) sigsymbols(+,*,**) summstat(N \ r2_p) summtitle(#
>>>> of observations \ Pseudo R-squared) ///
>>>> ctitle("", Probit model) merge replace /* this creates the second
>>>> column with the probit regression results followed by */
>>>>
>>>> reg ln_var `controls' if depvar==1, vce(cluster pair)
>>>>
>>>> outreg using mytables, bdec(2) squarebrack keep(var1 var2 var3)
>>>> starlevels(10 5 1) sigsymbols(+,*,**) summstat(N \ r2_a) summtitle(#
>>>> of observations \ Adjusted R-squared) ///
>>>> ctitle("", Two-part lognormal model) merge replace /* this creates the
>>>> third column with the lognornam regression results of the two-part
>>>> model*/
>>>>
>>>> However, the problem arises when I run -heckman- next and tries to
>>>> creates two columns of results for the outcome and the selection
>>>> variables.
>>>>
>>>> heckman ln_depvar `controls' , select(depvar = `controls'
>>>> selection_var ) twopart
>>>> /* using outreg to add two columns */
>>>> outreg using mytables, bdec(2) eq_merge squarebrack keep(var1 var2
>>>> var3) starlevels(10 5 1) sigsymbols(+,*,**) summstat(N, N) summtitle(#
>>>> of observations) ctitles("", Heckman Outcome equation, Heckman
>>>> Selection equation) merge replace
>>>>
>>>> I believe that there is a mistake in the last command, and I would
>>>> very much appreciate some suggestions in this regard.
>>>>
>>>> Sincerely,
>>>> Suryadipta.
>>>> *
>>>> *   For searches and help try:
>>>> *   http://www.stata.com/help.cgi?search
>>>> *   http://www.stata.com/support/faqs/resources/statalist-faq/
>>>> *   http://www.ats.ucla.edu/stat/stata/
>>>
>>>
>>> *
>>> *   For searches and help try:
>>> *   http://www.stata.com/help.cgi?search
>>> *   http://www.stata.com/support/faqs/resources/statalist-faq/
>>> *   http://www.ats.ucla.edu/stat/stata/
>> *
>> *   For searches and help try:
>> *   http://www.stata.com/help.cgi?search
>> *   http://www.stata.com/support/faqs/resources/statalist-faq/
>> *   http://www.ats.ucla.edu/stat/stata/
>
>
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/faqs/resources/statalist-faq/
> *   http://www.ats.ucla.edu/stat/stata/
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/