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From |
Suryadipta Roy <sroy2138@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Thu, 7 Mar 2013 10:03:05 -0500 |

John, Thank you very much for the detailed comments. I did try to work on the lines on the lines that you have suggested (following the help file for -outreg- and -estat- ), but missed out the mat es_ic = r(S) command. Sincerely, Suryadipta. On Tue, Mar 5, 2013 at 10:46 PM, John Luke Gallup <jlgallup@pdx.edu> wrote: > 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/ * * 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/

**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>

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

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