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From |
John Luke Gallup <jlgallup@pdx.edu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: outreg- including Heckman estimation results |

Date |
Tue, 5 Mar 2013 19:46:30 -0800 |

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/

**Follow-Ups**:**Re: st: outreg- including Heckman estimation results***From:*Suryadipta Roy <sroy2138@gmail.com>

**References**:**st: outreg- including Heckman estimation results***From:*Suryadipta Roy <sroy2138@gmail.com>

**Re: st: outreg- including Heckman estimation results***From:*John Luke Gallup <jlgallup@pdx.edu>

**Re: st: outreg- including Heckman estimation results***From:*Suryadipta Roy <sroy2138@gmail.com>

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