How can I get Pseudo R^2 on Tobit model with two-ways cluster?

[Koichi Uchida]

How can I get Pseudo R^2 on Tobit model with two-ways cluster?
I have refered "Tobit2.ado" file on Prof Petersen HP(https://www.kellogg.northwestern.edu...rogramming.htm)
However, "Pseudo R^2" is not displayed on the result.
Thanks in Advance !

[Alfonso Sánchez-Peñalver]

Hi Koichi, probably the best way is to predict the dependent variable and get the squared correlation coefficient between the dependent variable and the prediction. Since it’s a tobit model predict the censored mean, not the uncensored mean.

[Koichi Uchida]

Thank you fot the msg. I'll try to do it.

[Alfonso Sánchez-Peñalver]

Koichi Uchida the command I wrote, nehurdle reports that pseudo R-squared automatically if the censoring is from the left at zero. It’s available from SSC, so you can type search nehurdle, all and download it. It is only valid if the dependent variable is censored from the left at zero.