Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: RE: Why no RMSE in -ereturn list- after -areg-?


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Why no RMSE in -ereturn list- after -areg-?
Date   Wed, 1 Dec 2004 00:52:47 -0000

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 
n.j.cox@durham.ac.uk 

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.

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index