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From |
"Martin Weiss" <martin.weiss1@gmx.de> |

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

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

Date |
Mon, 27 Apr 2009 13:25:12 +0200 |

<> Just out of curiosity: Have you simply adopted the -program- which keeps coming up on the list every other day, or are you the same poster? (http://www.stata.com/statalist/archive/2009-04/msg01126.html) There is usually a reason for Stata not to provide a certain number. -probit- does report a "pseudo"-R square, -ivprobit- does not. -ssc d fitstat- does not work after -ivprobit-, either. Why do you want to calculate anything in Excel? Normally, you can use the returned results and form an expression that you evaluate in a call to -display-. So no need to leave Stata... HTH Martin -----Ursprüngliche Nachricht----- Von: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Arun Adhikari Gesendet: Montag, 27. April 2009 07:31 An: statalist@hsphsun2.harvard.edu Betreff: st: Root Mean Square Error and Pseudo R square....Please Help Dear All, 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* ......................................................................END... ............................................ Thanking you all in anticipation. Regards, Arun Adhikari * * 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/ * * 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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