Add pseudo R2 in probit with marginal effects

[Koen Zwetsloot]

Hello Stata legends,

I've been searching on statalist for a while, but I can't seem to figure out my problem. I want to add Pseudo R2 to my Probit regression with marginal effects in outreg2 with the following code:

probit Exit2 ln_TotalFundSizeEUR ln_TotalFundSizeEUR2 TotalFundExp InvNumber IPO_MA SameCountry EmergingMarket i.InvTypeCat i.Year i.IndustryCat
margins, dydx(*) atmeans post
outreg2 using ProbitRegressionsMargins.doc, addstat(Pseudo R2, e(r2_p)) nocons stats(coef tstat) replace label dec(3) tdec(2) keep(ln_TotalFundSizeEUR ln_TotalFundSizeEUR2
>TotalFundExp InvNumber IPO_MA SameCountry EmergingMarket) addtext(Investment Type FE, YES, Year FE, YES, Industry FE, YES)
>title(Table 2 - Probit regression on exit probability) ctitle(Full Sample)

However, this doesn't seem to work as I get the invalid syntax r(198) error. I suppose e(r2_p) is not available for margins, as when I run it without marginal effects, I do obtain a pseudo R2. How do I add (Pseudo) R2 to this probit model with marginal effects?

I've already read the 'help outreg2/probit/margins' pages but I just can't figure it out.

[Andrew Musau]

outreg2 is from SSC (FAQ Advice #12). You need to save the statistic in a local prior to running the margins command. This is not tested.

probit Exit2 ln_TotalFundSizeEUR ln_TotalFundSizeEUR2 TotalFundExp InvNumber IPO_MA SameCountry EmergingMarket i.InvTypeCat i.Year i.IndustryCat
local r2_p= e(r2_p)
margins, dydx(*) atmeans post
outreg2 using ProbitRegressionsMargins.doc, addstat(Pseudo R2, `r2_p') nocons stats(coef tstat) replace ...

[Koen Zwetsloot]

Thanks again Andrew, it worked!