Clive, the program should be:
program define _estadd_rmse, eclass
local rmse = sqrt(e(rss)/(e(N) - e(df_m) - e(df_a) -1))
ereturn scalar rmse = `rmse'
end
The following would work too:
program define _estadd_rmse, eclass
ereturn scalar rmse = sqrt(e(rss)/(e(N) - e(df_m) - e(df_a) -1))
end
ben
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of
> Clive Nicholas
> Sent: Friday, December 03, 2004 1:59 AM
> To: [email protected]
> Subject: Re: st: RE: Question on the 'new estout'
>
>
> Ben Jann wrote:
>
> [...]
>
> > For use with the new version, change the program to
> >
> > program define _estadd_nagelkerke, eclass
> > ... [commands calculating nagelkerke] ...
> > ereturn scalar nagelkerke = `nagelkerke'
> > end
> >
> > (note that the name of the program starts with "estadd", not
> > "estout"; see -help estadd-) and then type
> >
> > estadd Balance_sheet Income_statement, stats(nagelkerke)
>
> [...]
>
> Following on from Scott Merryman's reply to my last post on
> calculating
> the root mean square error, I tried the above by running the do-file
>
> program define _estadd_rmse, eclass
> sqrt(e(rss)/(e(N) - e(df_m) - e(df_a) -1))
> ereturn scalar rmse = `rmse'
> end
>
> which ran successfuly. However, the next step wasn't so successful:
>
> . estadd Con Lab LibDem, stats(rmse)
> error executing _estadd_rmse
> r(199);
>
> What have I done wrong here? Thanks.
>
> CLIVE NICHOLAS |t: 0(044)7903 397793
> Politics |e: [email protected]
> Newcastle University |http://www.ncl.ac.uk/geps
>
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