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


From   "Ben Jann" <ben.jann@soz.gess.ethz.ch>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: -Estout-, -tobit- and -nagelkerke-
Date   Thu, 24 Aug 2006 13:20:19 +0200

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: owner-statalist@hsphsun2.harvard.edu [mailto:owner-
> statalist@hsphsun2.harvard.edu] On Behalf Of Herve STOLOWY
> Sent: Thursday, August 24, 2006 1:05 PM
> To: statalist@hsphsun2.harvard.edu
> 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
> 
> Hervé Stolowy
> 
> ***********************************************************
> Professeur/Professor
> Coordinateur du Département/Head of Department
> HEC Paris
> Département Comptabilité Contrôle 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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