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Re: st: outreg- including Heckman estimation results


From   Suryadipta Roy <[email protected]>
To   [email protected]
Subject   Re: st: outreg- including Heckman estimation results
Date   Tue, 5 Mar 2013 13:15:29 -0500

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 <[email protected]> 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 <[email protected]> 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.
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