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From |
"Nick Cox" <n.j.cox@durham.ac.uk> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: RE: Root Mean Square Error and Pseudo R square....Please Help |

Date |
Mon, 27 Apr 2009 12:25:36 +0100 |

What kind of pseudo R-square do you want? There are several. Note that in your program, which seems uncannily familiar somehow, you calculate z2, z3, z4 but never do anything with them. Depending on what you want to do, that's a bug or a superfluity. Nick n.j.cox@durham.ac.uk Arun Adhikari While performing the simulation for Probit model, how could we calculate the RMSE and Pseudo R square? If it was OLS, we could just use the formula and could do it in Excel but I could not use the formula for Probit, since our Y is (0,1). There might be some code that would help me find these. I would appreciate if anybody could help me. My simulation so far looks like this. Could you please add something in it? .......................................Program.......................... .................................. global numobs 1000 // sample size N global numsims "500" // number of simulations set seed 123456789 capture program drop endoprob program endoprob // , rclass version 10.1 drop _all set obs $numobs generate u = rnormal(0) generate mu = rnormal(0) generate v = rnormal(0) //generate x = rnormal(0) generate z1 = rnormal(0) // 4 Instruements generate z2 = rnormal(0) generate z3 = rnormal(0) generate z4 = rnormal(0) // Also be written *drawnorm u mu x1 z1 z2 z3 z4 generate a = 0.6*u generate x = 0.5 + 0.9*z1 + a regress x z1 // endogenous regressor with four instruments predict px generate y = 0.5 + px + mu + u > 2 //Reduced Form Equation ivprobit y (x= z1 ) predict py end simulate _b _se y py , /// reps($numsims): endoprob mean x* y* * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: Root Mean Square Error and Pseudo R square....Please Help***From:*Arun Adhikari <aadhik2@tigers.lsu.edu>

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